+188.2%
B vs SWK
+2.4%
+185.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +9.4% | -5.7% | +15.2% | +10.2% |
| 3M | +5.0% | +24.1% | -19.1% | +2.3% |
| 6M | -3.5% | +24.7% | -28.3% | -6.2% |
| YTD | +4.5% | +33.9% | -29.5% | +0.7% |
| 1Y | +67.8% | +34.7% | +33.1% | +61.3% |
| 3Y | +196.7% | +15.3% | +181.4% | +186.7% |
| 5Y | +151.9% | -39.3% | +191.2% | +150.9% |
| All | +188.2% | +2.4% | +185.8% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling