+8,794.6%
SWKS vs BBWI
+1,184.1%
+7,610.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -0.1% |
| 7D | -9.2% | -3.1% | -6.1% | -8.4% |
| 30D | -1.9% | +23.1% | -25.1% | -8.4% |
| 3M | +21.2% | +7.3% | +13.9% | +16.8% |
| 6M | +12.9% | +22.6% | -9.7% | +2.6% |
| YTD | +30.7% | +13.3% | +17.5% | +19.5% |
| 1Y | +14.1% | -2.6% | +16.7% | +7.6% |
| 3Y | -1.7% | -25.9% | +24.2% | -2.8% |
| 5Y | -43.0% | -66.7% | +23.7% | -30.7% |
| 10Y | +34.3% | -41.6% | +75.9% | +8.2% |
| All | +8,794.6% | +1,184.1% | +7,610.5% | +2,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling