+42.3%
SWKS vs BWA
+142.7%
-100.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.4% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | +11.3% | -5.6% | +16.8% | +14.3% |
| 3M | +4.1% | -10.7% | +14.7% | +10.1% |
| 6M | +39.7% | +23.2% | +16.5% | +23.3% |
| YTD | +23.2% | +46.0% | -22.8% | -3.4% |
| 1Y | +5.3% | +51.2% | -45.9% | -19.4% |
| 3Y | -15.1% | +69.6% | -84.7% | -41.0% |
| 5Y | -50.3% | +86.6% | -136.9% | -68.0% |
| 10Y | +42.3% | +152.3% | -110.0% | -24.4% |
| All | +42.3% | +142.7% | -100.4% | -24.4% |
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