+497.7%
BHP vs SWK
+3.3%
+494.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.9% | -0.4% | -2.4% | -2.7% |
| 30D | +3.4% | -5.7% | +9.1% | +5.7% |
| 3M | +4.1% | +24.1% | -20.0% | -4.9% |
| 6M | +20.6% | +24.7% | -4.1% | +9.6% |
| YTD | +56.1% | +33.9% | +22.1% | +37.1% |
| 1Y | +69.6% | +34.7% | +34.9% | +47.6% |
| 3Y | +78.8% | +15.3% | +63.5% | +58.0% |
| 5Y | +113.1% | -39.3% | +152.3% | +140.5% |
| All | +497.7% | +3.3% | +494.4% | +372.6% |
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