+1,886.1%
BE vs SWK
+50.4%
+1,835.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +13.1% | -19.5% | -12.1% |
| 7D | -12.1% | +17.9% | -30.0% | -19.3% |
| 30D | -30.1% | +31.9% | -62.0% | -39.5% |
| 3M | -12.1% | +16.6% | -28.7% | -19.2% |
| 6M | -30.6% | +61.1% | -91.7% | -45.3% |
| YTD | +130.6% | +64.2% | +66.4% | +75.2% |
| 1Y | +55.3% | +85.2% | -29.9% | +10.7% |
| All | +1,886.1% | +50.4% | +1,835.7% | +1,281.9% |
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