+50.8%
SWKS vs BWA
+94.2%
-43.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.4% | +4.3% | +5.2% | +6.9% |
| 30D | +17.0% | -13.0% | +30.0% | +25.7% |
| 3M | +28.9% | -24.8% | +53.7% | +49.3% |
| 6M | +33.1% | -23.5% | +56.7% | +52.3% |
| YTD | +44.8% | +13.8% | +30.9% | +29.1% |
| 1Y | +36.2% | +13.4% | +22.8% | +21.5% |
| 3Y | +11.5% | +62.8% | -51.3% | -20.6% |
| 5Y | -37.1% | +28.5% | -65.5% | -50.6% |
| All | +50.8% | +94.2% | -43.4% | -5.0% |
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