+32.4%
SWKS vs BWA
+101.5%
-69.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -2.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +8.5% | -16.1% | +24.6% | +18.8% |
| 3M | +17.3% | -24.6% | +41.9% | +35.5% |
| 6M | +25.1% | -15.7% | +40.8% | +35.6% |
| YTD | +33.3% | +15.1% | +18.3% | +18.2% |
| 1Y | +22.9% | +15.9% | +7.0% | +8.3% |
| 3Y | +5.5% | +67.1% | -61.6% | -25.9% |
| 5Y | -41.9% | +34.7% | -76.6% | -55.5% |
| 10Y | +32.4% | +99.5% | -67.1% | -16.6% |
| All | +32.4% | +101.5% | -69.0% | -16.6% |
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