+21.9%
SWK vs BBWI
-48.2%
+70.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.3% |
| 7D | -2.0% | -4.5% | +2.6% | -0.5% |
| 30D | +24.6% | +17.1% | +7.5% | +18.6% |
| 3M | +10.8% | +17.5% | -6.7% | +4.3% |
| 6M | +46.1% | +12.8% | +33.3% | +38.3% |
| YTD | +56.8% | +8.2% | +48.7% | +48.9% |
| 1Y | +72.7% | -1.8% | +74.5% | +65.9% |
| 3Y | +49.9% | -25.8% | +75.6% | +52.1% |
| 5Y | -30.9% | -68.0% | +37.1% | -14.1% |
| All | +21.9% | -48.2% | +70.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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