+116.8%
BHP vs SWK
-25.5%
+142.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +0.9% | +11.0% | -10.1% | -2.2% |
| 30D | -6.3% | +30.1% | -36.3% | -13.3% |
| 3M | -7.1% | +14.7% | -21.8% | -11.0% |
| 6M | -3.2% | +44.5% | -47.7% | -13.5% |
| YTD | +37.9% | +59.4% | -21.5% | +19.2% |
| 1Y | +49.7% | +77.5% | -27.8% | +25.5% |
| 3Y | +51.7% | +49.5% | +2.2% | +28.8% |
| All | +116.8% | -25.5% | +142.3% | +96.3% |
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 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