-1.1%
BND vs SWK
-26.0%
+24.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.6% | -2.3% | +1.7% | -0.5% |
| 30D | +1.6% | +30.4% | -28.8% | +0.6% |
| 3M | -0.5% | +12.1% | -12.6% | -1.0% |
| 6M | -1.1% | +49.1% | -50.1% | -2.5% |
| YTD | -0.7% | +60.4% | -61.1% | -2.5% |
| 1Y | -0.7% | +78.3% | -79.0% | -2.8% |
| 3Y | +14.4% | +53.3% | -38.9% | +12.0% |
| 5Y | -1.1% | -27.0% | +25.9% | -3.7% |
| All | -1.1% | -26.0% | +24.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling