-34.4%
BAX vs SWK
+2.4%
-36.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -5.5% | -5.7% | +0.3% | -3.6% |
| 3M | +33.5% | +24.1% | +9.5% | +24.2% |
| 6M | +35.9% | +24.7% | +11.1% | +26.0% |
| YTD | +35.4% | +33.9% | +1.4% | +22.6% |
| 1Y | +9.8% | +34.7% | -24.9% | -1.0% |
| 3Y | -32.7% | +15.3% | -48.0% | -38.2% |
| 5Y | -65.6% | -39.3% | -26.3% | -63.4% |
| All | -34.4% | +2.4% | -36.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling