+28.7%
SWK vs BBWI
-43.7%
+72.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.7% |
| 7D | +11.0% | -6.2% | +17.2% | +13.4% |
| 30D | +30.1% | +19.9% | +10.1% | +22.8% |
| 3M | +14.7% | +7.1% | +7.5% | +11.1% |
| 6M | +44.5% | +13.7% | +30.8% | +36.4% |
| YTD | +59.4% | +9.6% | +49.8% | +50.7% |
| 1Y | +77.5% | -1.6% | +79.2% | +70.4% |
| 3Y | +49.5% | -25.9% | +75.3% | +51.8% |
| 5Y | -24.9% | -67.8% | +42.9% | -6.9% |
| All | +28.7% | -43.7% | +72.5% | -8.9% |
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