+266.7%
BBY vs SWK
+29.6%
+237.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +4.2% | +11.0% | -6.9% | -1.6% |
| 30D | +17.8% | +30.1% | -12.3% | +2.6% |
| 3M | +25.8% | +14.7% | +11.2% | +16.9% |
| 6M | +73.8% | +44.5% | +29.3% | +41.9% |
| YTD | +54.7% | +59.4% | -4.6% | +18.0% |
| 1Y | +33.4% | +77.5% | -44.1% | -4.3% |
| 3Y | +72.2% | +49.5% | +22.7% | +31.4% |
| 5Y | -2.5% | -24.9% | +22.4% | +3.2% |
| All | +266.7% | +29.6% | +237.2% | +202.9% |
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