+404.9%
SWK vs BNS
+1,470.7%
-1,065.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +11.0% | -2.2% | +13.2% | +13.0% |
| 30D | +30.1% | +5.1% | +24.9% | +25.8% |
| 3M | +14.7% | +4.7% | +9.9% | +10.6% |
| 6M | +44.5% | +19.0% | +25.5% | +27.1% |
| YTD | +59.4% | +28.2% | +31.2% | +33.1% |
| 1Y | +77.5% | +43.4% | +34.1% | +36.9% |
| 3Y | +49.5% | +143.1% | -93.6% | -20.7% |
| 5Y | -24.9% | +77.3% | -102.2% | -50.5% |
| 10Y | +31.8% | +183.5% | -151.7% | -36.4% |
| All | +404.9% | +1,470.7% | -1,065.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling