+294.3%
BBY vs SWK
+21.9%
+272.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +3.7% | -2.3% | +6.0% | +5.1% |
| 30D | +20.9% | +30.4% | -9.5% | +5.2% |
| 3M | +27.6% | +12.1% | +15.5% | +20.0% |
| 6M | +86.9% | +49.1% | +37.8% | +50.1% |
| YTD | +63.3% | +60.4% | +2.9% | +24.2% |
| 1Y | +42.6% | +78.3% | -35.7% | +2.1% |
| 3Y | +89.8% | +53.3% | +36.5% | +43.0% |
| 5Y | -0.1% | -27.0% | +26.9% | +7.4% |
| 10Y | +294.3% | +20.8% | +273.4% | +231.7% |
| All | +294.3% | +21.9% | +272.4% | +231.7% |
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