+235.4%
BBY vs SWK
+3.3%
+232.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.7% |
| 7D | +9.5% | -0.4% | +9.9% | +9.8% |
| 30D | +6.8% | -5.7% | +12.6% | +10.2% |
| 3M | +28.9% | +24.1% | +4.8% | +14.2% |
| 6M | +37.8% | +24.7% | +13.1% | +20.5% |
| YTD | +38.7% | +33.9% | +4.8% | +16.1% |
| 1Y | +23.7% | +34.7% | -11.0% | +2.5% |
| 3Y | +39.1% | +15.3% | +23.8% | +21.4% |
| 5Y | -0.4% | -39.3% | +38.9% | +17.8% |
| All | +235.4% | +3.3% | +232.1% | +185.1% |
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