+911.5%
BE vs SWK
-12.0%
+923.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.8% |
| 7D | +20.0% | -0.4% | +20.4% | +20.3% |
| 30D | +7.9% | -5.7% | +13.6% | +12.0% |
| 3M | -13.2% | +24.1% | -37.3% | -25.0% |
| 6M | +53.5% | +24.7% | +28.8% | +31.3% |
| YTD | +191.0% | +33.9% | +157.1% | +132.1% |
| 1Y | +360.5% | +34.7% | +325.8% | +260.0% |
| 3Y | +1,568.0% | +15.3% | +1,552.7% | +1,280.2% |
| 5Y | +1,055.2% | -39.3% | +1,094.5% | +1,367.8% |
| All | +911.5% | -12.0% | +923.5% | +637.2% |
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