-43.6%
SWKS vs BWA
+26.5%
-70.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | -0.3% |
| 7D | -6.2% | -5.5% | -0.7% | -3.3% |
| 30D | -1.5% | -21.7% | +20.2% | +12.2% |
| 3M | +23.0% | -25.6% | +48.6% | +43.4% |
| 6M | +27.6% | -17.4% | +45.0% | +40.0% |
| YTD | +32.3% | +9.2% | +23.1% | +19.5% |
| 1Y | +20.1% | +9.7% | +10.4% | +8.0% |
| 3Y | +0.6% | +54.6% | -54.0% | -29.1% |
| All | -43.6% | +26.5% | -70.0% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling