+7,447.0%
SWKS vs BWA
+2,428.1%
+5,018.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | +1.0% |
| 7D | -9.2% | -10.8% | +1.6% | -3.5% |
| 30D | -1.9% | -25.0% | +23.1% | +14.0% |
| 3M | +21.2% | -28.6% | +49.9% | +44.0% |
| 6M | +12.9% | -16.6% | +29.5% | +22.6% |
| YTD | +30.7% | +6.3% | +24.4% | +21.9% |
| 1Y | +14.1% | +7.2% | +7.0% | +5.8% |
| 3Y | -1.7% | +48.2% | -49.9% | -24.4% |
| 5Y | -43.0% | +23.4% | -66.4% | -52.9% |
| 10Y | +34.3% | +84.0% | -49.7% | -17.3% |
| All | +7,447.0% | +2,428.1% | +5,018.9% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling