+32.1%
SWKS vs BBWI
-43.7%
+75.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.0% |
| 7D | -6.2% | -6.2% | 0.0% | -4.8% |
| 30D | -1.5% | +19.9% | -21.4% | -5.9% |
| 3M | +23.0% | +7.1% | +15.8% | +19.7% |
| 6M | +27.6% | +13.7% | +13.9% | +21.2% |
| YTD | +32.3% | +9.6% | +22.7% | +24.7% |
| 1Y | +20.1% | -1.6% | +21.8% | +14.9% |
| 3Y | +0.6% | -25.9% | +26.5% | +0.8% |
| 5Y | -42.3% | -67.8% | +25.5% | -32.9% |
| All | +32.1% | -43.7% | +75.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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