+5.5%
SWKS vs BWA
+65.3%
-59.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -2.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +8.5% | -16.1% | +24.6% | +18.3% |
| 3M | +17.3% | -24.6% | +41.9% | +34.8% |
| 6M | +25.1% | -15.7% | +40.8% | +35.4% |
| YTD | +33.3% | +15.1% | +18.3% | +16.4% |
| 1Y | +22.9% | +15.9% | +7.0% | +6.6% |
| 3Y | +5.5% | +67.1% | -61.6% | -31.5% |
| All | +5.5% | +65.3% | -59.8% | -31.5% |
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