+186.7%
B vs SWK
+29.6%
+157.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +9.6% | +11.0% | -1.4% | +8.1% |
| 30D | +3.5% | +30.1% | -26.5% | +0.1% |
| 3M | -1.6% | +14.7% | -16.2% | -3.3% |
| 6M | -1.7% | +44.5% | -46.2% | -6.1% |
| YTD | -5.3% | +59.4% | -64.7% | -10.8% |
| 1Y | +27.2% | +77.5% | -50.3% | +18.6% |
| 3Y | +166.1% | +49.5% | +116.7% | +149.4% |
| 5Y | +136.5% | -24.9% | +161.4% | +129.5% |
| All | +186.7% | +29.6% | +157.1% | +163.4% |
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