+11.5%
SWKS vs BWA
+64.0%
-52.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.4% | +4.3% | +5.2% | +7.1% |
| 30D | +17.0% | -13.0% | +30.0% | +25.2% |
| 3M | +28.9% | -24.8% | +53.7% | +48.4% |
| 6M | +33.1% | -23.5% | +56.7% | +51.6% |
| YTD | +44.8% | +13.8% | +30.9% | +27.1% |
| 1Y | +36.2% | +13.4% | +22.8% | +19.6% |
| 3Y | +11.5% | +62.8% | -51.3% | -26.6% |
| All | +11.5% | +64.0% | -52.5% | -26.6% |
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 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