-24.6%
SWK vs BWA
+22.8%
-47.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.7% | +3.1% | +0.2% |
| 7D | +11.3% | -10.8% | +22.1% | +17.5% |
| 30D | +28.1% | -25.0% | +53.1% | +47.1% |
| 3M | +12.6% | -28.6% | +41.2% | +31.9% |
| 6M | +51.7% | -16.6% | +68.3% | +61.5% |
| YTD | +60.0% | +6.3% | +53.6% | +44.1% |
| 1Y | +72.7% | +7.2% | +65.5% | +54.6% |
| 3Y | +46.3% | +48.2% | -1.9% | +6.3% |
| 5Y | -24.6% | +23.4% | -48.1% | -41.9% |
| All | -24.6% | +22.8% | -47.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling