+324.3%
SWK vs BNS
+1,492.9%
-1,168.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.7% |
| 7D | -0.4% | +1.5% | -2.0% | -1.5% |
| 30D | -5.7% | +6.0% | -11.7% | -9.9% |
| 3M | +24.1% | +16.3% | +7.7% | +10.9% |
| 6M | +24.7% | +28.8% | -4.1% | +3.9% |
| YTD | +33.9% | +30.0% | +4.0% | +10.7% |
| 1Y | +34.7% | +50.7% | -16.0% | +0.2% |
| 3Y | +15.3% | +125.4% | -110.1% | -35.7% |
| 5Y | -39.3% | +94.2% | -133.5% | -62.4% |
| 10Y | +2.5% | +182.8% | -180.3% | -50.6% |
| All | +324.3% | +1,492.9% | -1,168.6% | -37.1% |
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