+21.9%
SWK vs BAH
+199.5%
-177.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -2.0% | -2.6% | +0.6% | -1.2% |
| 30D | +24.6% | +20.4% | +4.2% | +18.0% |
| 3M | +10.8% | +11.9% | -1.1% | +6.8% |
| 6M | +46.1% | +17.1% | +28.9% | +37.7% |
| YTD | +56.8% | +5.5% | +51.3% | +50.5% |
| 1Y | +72.7% | +5.6% | +67.1% | +65.6% |
| 3Y | +49.9% | -26.5% | +76.4% | +53.9% |
| 5Y | -30.9% | +6.5% | -37.4% | -40.9% |
| All | +21.9% | +199.5% | -177.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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