+51.6%
SWK vs BNS
+150.0%
-98.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -2.0% | +1.0% | -2.9% | -2.7% |
| 30D | +24.6% | +2.7% | +21.9% | +22.2% |
| 3M | +10.8% | +3.5% | +7.3% | +7.5% |
| 6M | +46.1% | +22.1% | +24.0% | +22.4% |
| YTD | +56.8% | +29.5% | +27.3% | +24.5% |
| 1Y | +72.7% | +40.7% | +32.0% | +27.6% |
| All | +51.6% | +150.0% | -98.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling