+593.0%
BE vs SWK
+4.7%
+588.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.6% | -11.6% |
| 7D | -14.7% | +11.0% | -25.8% | -21.5% |
| 30D | -40.5% | +30.1% | -70.6% | -51.0% |
| 3M | -24.3% | +14.7% | -39.0% | -32.4% |
| 6M | -39.3% | +44.5% | -83.8% | -53.4% |
| YTD | +99.4% | +59.4% | +40.0% | +39.0% |
| 1Y | +26.6% | +77.5% | -50.9% | -18.6% |
| 3Y | +1,616.9% | +49.5% | +1,567.5% | +1,066.3% |
| 5Y | +441.4% | -24.9% | +466.3% | +487.1% |
| All | +593.0% | +4.7% | +588.2% | +341.6% |
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