+570.1%
BE vs SWK
+5.1%
+565.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.6% | -13.8% | -14.7% |
| 7D | -24.6% | +11.3% | -35.9% | -30.7% |
| 30D | -43.4% | +28.1% | -71.5% | -52.9% |
| 3M | -28.5% | +12.6% | -41.1% | -35.3% |
| 6M | -43.3% | +51.7% | -95.0% | -57.9% |
| YTD | +92.8% | +60.0% | +32.8% | +34.1% |
| 1Y | +18.5% | +72.7% | -54.2% | -22.3% |
| 3Y | +1,451.1% | +46.3% | +1,404.8% | +972.4% |
| 5Y | +423.5% | -24.6% | +448.1% | +466.6% |
| All | +570.1% | +5.1% | +565.0% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling