+22.2%
SWK vs BAH
+198.8%
-176.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.9% |
| 30D | +25.5% | +20.8% | +4.7% | +18.7% |
| 3M | +11.8% | +11.6% | +0.2% | +7.8% |
| 6M | +48.7% | +23.1% | +25.6% | +38.0% |
| YTD | +57.2% | +5.3% | +51.9% | +51.0% |
| 1Y | +75.3% | +6.1% | +69.1% | +67.7% |
| 3Y | +51.9% | -27.5% | +79.4% | +56.9% |
| 5Y | -30.7% | +6.2% | -36.9% | -40.7% |
| All | +22.2% | +198.8% | -176.6% | -23.6% |
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