+49.5%
SWK vs BAH
-26.3%
+75.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.2% |
| 7D | +11.0% | -3.5% | +14.6% | +11.6% |
| 30D | +30.1% | +24.3% | +5.8% | +26.3% |
| 3M | +14.7% | +16.3% | -1.7% | +12.2% |
| 6M | +44.5% | +13.6% | +30.9% | +41.5% |
| YTD | +59.4% | +3.5% | +55.9% | +57.3% |
| 1Y | +77.5% | +2.7% | +74.8% | +75.4% |
| 3Y | +49.5% | -26.6% | +76.0% | +48.7% |
| All | +49.5% | -26.3% | +75.7% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling