+50.0%
SWK vs BBWI
-25.6%
+75.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.2% | +3.6% | -0.5% |
| 7D | +11.3% | -3.1% | +14.3% | +12.6% |
| 30D | +28.1% | +23.1% | +4.9% | +19.5% |
| 3M | +12.6% | +7.3% | +5.3% | +9.0% |
| 6M | +51.7% | +22.6% | +29.1% | +39.2% |
| YTD | +60.0% | +13.3% | +46.7% | +49.2% |
| 1Y | +72.7% | -2.6% | +75.3% | +67.6% |
| All | +50.0% | -25.6% | +75.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling