-21.4%
BKNG vs SWK
+73.5%
-94.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.4% |
| 7D | -4.5% | -2.0% | -2.5% | -3.8% |
| 30D | +2.3% | +24.6% | -22.3% | -4.1% |
| 3M | -23.9% | +10.8% | -34.7% | -26.4% |
| 6M | +0.9% | +46.1% | -45.2% | -9.0% |
| YTD | -24.2% | +56.8% | -81.0% | -33.5% |
| 1Y | -21.4% | +72.7% | -94.1% | -34.7% |
| All | -21.4% | +73.5% | -94.9% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling