+28.7%
SWK vs BWA
+84.4%
-55.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.8% |
| 7D | +11.0% | -5.5% | +16.5% | +14.2% |
| 30D | +30.1% | -21.7% | +51.8% | +47.9% |
| 3M | +14.7% | -25.6% | +40.3% | +33.3% |
| 6M | +44.5% | -17.4% | +61.9% | +56.1% |
| YTD | +59.4% | +9.2% | +50.2% | +42.1% |
| 1Y | +77.5% | +9.7% | +67.8% | +57.6% |
| 3Y | +49.5% | +54.6% | -5.2% | +6.5% |
| 5Y | -24.9% | +26.8% | -51.7% | -42.3% |
| All | +28.7% | +84.4% | -55.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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