+1,011.6%
SWK vs BWA
+3,492.4%
-2,480.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.3% |
| 7D | -0.4% | +5.7% | -6.1% | -2.8% |
| 30D | -5.7% | +1.4% | -7.1% | -6.5% |
| 3M | +24.1% | -12.1% | +36.2% | +30.5% |
| 6M | +24.7% | +28.6% | -3.9% | +10.6% |
| YTD | +33.9% | +51.1% | -17.1% | +8.5% |
| 1Y | +34.7% | +55.9% | -21.2% | +7.6% |
| 3Y | +15.3% | +70.1% | -54.9% | -12.7% |
| 5Y | -39.3% | +90.7% | -130.0% | -57.0% |
| 10Y | +2.5% | +154.0% | -151.5% | -37.8% |
| All | +1,011.6% | +3,492.4% | -2,480.8% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling