-17.4%
BAX vs SWK
+53.8%
-71.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.4% |
| 30D | +6.3% | +30.4% | -24.1% | -6.0% |
| 3M | -4.6% | +12.1% | -16.7% | -9.8% |
| 6M | +50.4% | +49.1% | +1.3% | +25.1% |
| YTD | +38.0% | +60.4% | -22.4% | +10.7% |
| 1Y | +44.6% | +78.3% | -33.7% | +10.7% |
| All | -17.4% | +53.8% | -71.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling