-24.6%
SWK vs BAH
+12.6%
-37.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.8% |
| 7D | +11.3% | +6.0% | +5.2% | +10.1% |
| 30D | +28.1% | +31.1% | -3.0% | +22.0% |
| 3M | +12.6% | +25.2% | -12.6% | +7.8% |
| 6M | +51.7% | +18.9% | +32.8% | +46.1% |
| YTD | +60.0% | +8.3% | +51.7% | +55.6% |
| 1Y | +72.7% | +6.2% | +66.5% | +68.6% |
| 3Y | +46.3% | -22.8% | +69.1% | +46.2% |
| 5Y | -24.6% | +13.6% | -38.2% | -33.9% |
| All | -24.6% | +12.6% | -37.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling