+3.3%
SWK vs BAH
+185.2%
-181.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.5% |
| 30D | -5.7% | +2.0% | -7.7% | -6.4% |
| 3M | +24.1% | -7.6% | +31.7% | +26.3% |
| 6M | +24.7% | -5.7% | +30.4% | +24.9% |
| YTD | +33.9% | -11.7% | +45.7% | +36.0% |
| 1Y | +34.7% | -27.4% | +62.0% | +45.3% |
| 3Y | +15.3% | -32.5% | +47.8% | +20.1% |
| 5Y | -39.3% | -3.3% | -36.0% | -47.1% |
| All | +3.3% | +185.2% | -181.9% | -34.7% |
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