+8,007.1%
SWKS vs BBWI
+1,034.6%
+6,972.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.6% |
| 7D | +12.5% | +1.5% | +11.0% | +11.9% |
| 30D | +10.5% | -5.2% | +15.7% | +11.8% |
| 3M | -7.4% | +11.1% | -18.5% | -11.6% |
| 6M | +32.7% | -13.4% | +46.0% | +34.5% |
| YTD | +19.2% | +0.1% | +19.1% | +14.4% |
| 1Y | +2.4% | -36.1% | +38.5% | +11.3% |
| 3Y | -25.6% | -44.1% | +18.5% | -19.0% |
| 5Y | -53.4% | -66.2% | +12.8% | -43.2% |
| 10Y | +23.2% | -54.8% | +77.9% | +9.3% |
| All | +8,007.1% | +1,034.6% | +6,972.5% | +2,781.1% |
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