+130.2%
BHP vs SWK
-25.5%
+155.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | +3.8% | +11.3% | -7.5% | +0.6% |
| 30D | -6.5% | +31.5% | -37.9% | -13.8% |
| 3M | -8.5% | +14.4% | -23.0% | -12.3% |
| 6M | -2.2% | +46.4% | -48.6% | -12.9% |
| YTD | +40.0% | +61.6% | -21.6% | +20.5% |
| 1Y | +51.3% | +78.7% | -27.4% | +26.6% |
| 3Y | +56.5% | +54.4% | +2.1% | +31.7% |
| 5Y | +130.2% | -25.3% | +155.5% | +110.0% |
| All | +130.2% | -25.5% | +155.7% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling