+35.3%
SWKS vs BWA
+95.2%
-59.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | -3.1% | -2.4% | -0.7% | -2.0% |
| 30D | +8.3% | -17.7% | +26.0% | +19.9% |
| 3M | +20.2% | -27.0% | +47.2% | +41.4% |
| 6M | +24.9% | -17.3% | +42.2% | +36.9% |
| YTD | +33.2% | +12.9% | +20.3% | +19.2% |
| 1Y | +23.6% | +12.9% | +10.7% | +10.4% |
| 3Y | +1.3% | +62.1% | -60.8% | -27.8% |
| 5Y | -40.6% | +30.7% | -71.3% | -53.8% |
| 10Y | +35.3% | +89.2% | -53.9% | -15.3% |
| All | +35.3% | +95.2% | -59.9% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling