+30.3%
BIL vs SWK
+160.6%
-130.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.3% | -5.7% | +6.1% | +0.3% |
| 3M | +0.9% | +24.1% | -23.1% | +1.0% |
| 6M | +1.8% | +24.7% | -22.9% | +1.9% |
| YTD | +2.4% | +33.9% | -31.5% | +2.5% |
| 1Y | +3.7% | +34.7% | -31.0% | +3.8% |
| 3Y | +14.2% | +15.3% | -1.1% | +14.2% |
| 5Y | +19.4% | -39.3% | +58.7% | +19.4% |
| 10Y | +25.2% | +2.5% | +22.7% | +25.4% |
| All | +30.3% | +160.6% | -130.2% | +31.1% |
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