+1,240.6%
SWK vs BBWI
+1,034.6%
+205.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | 0.0% |
| 7D | -0.4% | +1.5% | -2.0% | -0.9% |
| 30D | -5.7% | -5.2% | -0.5% | -4.7% |
| 3M | +24.1% | +11.1% | +13.0% | +19.2% |
| 6M | +24.7% | -13.4% | +38.1% | +27.7% |
| YTD | +33.9% | +0.1% | +33.8% | +30.9% |
| 1Y | +34.7% | -36.1% | +70.8% | +47.9% |
| 3Y | +15.3% | -44.1% | +59.4% | +27.7% |
| 5Y | -39.3% | -66.2% | +27.0% | -25.5% |
| 10Y | +2.5% | -54.8% | +57.2% | -6.2% |
| All | +1,240.6% | +1,034.6% | +205.9% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling