-25.2%
SWKS vs BWA
+71.5%
-96.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +2.2% |
| 7D | +12.5% | +5.7% | +6.8% | +9.6% |
| 30D | +10.5% | +1.4% | +9.1% | +9.4% |
| 3M | -7.4% | -12.1% | +4.7% | -1.6% |
| 6M | +32.7% | +28.6% | +4.1% | +16.7% |
| YTD | +19.2% | +51.1% | -31.9% | -6.7% |
| 1Y | +2.4% | +55.9% | -53.5% | -21.5% |
| All | -25.2% | +71.5% | -96.7% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling