+22.4%
SWK vs BBWI
-44.4%
+66.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +11.3% | -4.2% | +15.5% | +12.9% |
| 30D | +31.5% | +24.9% | +6.6% | +22.6% |
| 3M | +14.4% | +13.2% | +1.2% | +9.0% |
| 6M | +46.4% | +12.1% | +34.3% | +38.9% |
| YTD | +61.6% | +11.1% | +50.5% | +52.1% |
| 1Y | +78.7% | +0.7% | +78.0% | +70.3% |
| 3Y | +54.4% | -23.8% | +78.2% | +55.4% |
| 5Y | -25.3% | -66.9% | +41.6% | -8.1% |
| 10Y | +22.4% | -45.3% | +67.7% | -15.4% |
| All | +22.4% | -44.4% | +66.8% | -15.4% |
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