+62.0%
BHP vs SWK
+53.9%
+8.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.9% |
| 7D | +3.5% | +10.7% | -7.2% | +0.2% |
| 30D | -4.5% | +33.3% | -37.8% | -12.7% |
| 3M | -6.4% | +14.7% | -21.0% | -10.5% |
| 6M | -0.1% | +48.5% | -48.6% | -12.1% |
| YTD | +43.0% | +63.9% | -20.9% | +21.1% |
| 1Y | +56.5% | +80.4% | -23.9% | +28.9% |
| 3Y | +62.0% | +58.1% | +3.9% | +30.3% |
| All | +62.0% | +53.9% | +8.2% | +30.3% |
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