+22.4%
SWK vs BNS
+183.7%
-161.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | +11.3% | -1.1% | +12.4% | +12.6% |
| 30D | +31.5% | +4.7% | +26.7% | +26.5% |
| 3M | +14.4% | +5.5% | +8.9% | +8.5% |
| 6M | +46.4% | +21.7% | +24.8% | +21.9% |
| YTD | +61.6% | +29.5% | +32.1% | +27.1% |
| 1Y | +78.7% | +41.9% | +36.8% | +29.4% |
| 3Y | +54.4% | +148.5% | -94.1% | -33.3% |
| 5Y | -25.3% | +80.3% | -105.6% | -57.3% |
| 10Y | +22.4% | +184.7% | -162.3% | -54.3% |
| All | +22.4% | +183.7% | -161.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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