-53.0%
SWKS vs BBWI
-66.0%
+13.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.7% |
| 7D | +12.5% | +1.5% | +11.0% | +12.0% |
| 30D | +10.5% | -5.2% | +15.7% | +11.8% |
| 3M | -7.4% | +11.1% | -18.5% | -11.4% |
| 6M | +32.7% | -13.4% | +46.0% | +35.0% |
| YTD | +19.2% | +0.1% | +19.1% | +14.4% |
| 1Y | +2.4% | -36.1% | +38.5% | +13.1% |
| 3Y | -25.6% | -44.1% | +18.5% | -18.5% |
| All | -53.0% | -66.0% | +13.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling