+3.3%
SWK vs BWA
+151.8%
-148.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.6% |
| 7D | -0.4% | +5.7% | -6.1% | -3.5% |
| 30D | -5.7% | +1.4% | -7.1% | -6.7% |
| 3M | +24.1% | -12.1% | +36.2% | +32.2% |
| 6M | +24.7% | +28.6% | -3.9% | +6.5% |
| YTD | +33.9% | +51.1% | -17.1% | +1.0% |
| 1Y | +34.7% | +55.9% | -21.2% | -0.5% |
| 3Y | +15.3% | +70.1% | -54.9% | -21.4% |
| 5Y | -39.3% | +90.7% | -130.0% | -62.6% |
| All | +3.3% | +151.8% | -148.5% | -49.6% |
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