+668.0%
BE vs SWK
+3.3%
+664.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.1% |
| 7D | +10.8% | -1.4% | +12.2% | +12.0% |
| 30D | -19.8% | +25.5% | -45.2% | -32.2% |
| 3M | -18.7% | +11.8% | -30.5% | -25.8% |
| 6M | -33.7% | +48.7% | -82.4% | -50.0% |
| YTD | +121.0% | +57.2% | +63.8% | +55.7% |
| 1Y | +85.4% | +75.3% | +10.1% | +20.2% |
| 3Y | +1,709.5% | +51.9% | +1,657.6% | +1,116.6% |
| 5Y | +462.2% | -30.7% | +492.9% | +549.7% |
| All | +668.0% | +3.3% | +664.7% | +394.7% |
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