+88.6%
BBY vs SWK
+50.7%
+38.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +4.5% | -1.4% | +5.8% | +5.3% |
| 30D | +16.8% | +25.5% | -8.6% | +3.9% |
| 3M | +23.2% | +11.8% | +11.4% | +16.1% |
| 6M | +91.9% | +48.7% | +43.2% | +54.7% |
| YTD | +61.6% | +57.2% | +4.5% | +24.3% |
| 1Y | +43.9% | +75.3% | -31.4% | +3.6% |
| 3Y | +88.6% | +51.9% | +36.7% | +38.3% |
| All | +88.6% | +50.7% | +38.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling