+737.9%
BE vs SWK
+5.4%
+732.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.7% | +13.7% | +13.4% |
| 7D | +4.5% | -2.3% | +6.8% | +6.5% |
| 30D | -20.1% | +30.4% | -50.6% | -34.2% |
| 3M | -0.8% | +12.1% | -13.0% | -9.8% |
| 6M | -26.2% | +49.1% | -75.3% | -44.4% |
| YTD | +141.1% | +60.4% | +80.6% | +67.6% |
| 1Y | +64.8% | +78.3% | -13.5% | +5.9% |
| 3Y | +1,887.4% | +53.3% | +1,834.1% | +1,229.5% |
| 5Y | +518.1% | -27.0% | +545.0% | +586.7% |
| All | +737.9% | +5.4% | +732.5% | +432.5% |
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