+39.0%
BKNG vs SWK
+53.9%
-14.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +1.0% |
| 7D | +6.3% | +10.7% | -4.3% | +3.7% |
| 30D | +2.0% | +33.3% | -31.4% | -4.8% |
| 3M | -23.6% | +14.7% | -38.2% | -26.2% |
| 6M | -1.0% | +48.5% | -49.5% | -9.8% |
| YTD | -23.1% | +63.9% | -87.0% | -31.8% |
| 1Y | -16.5% | +80.4% | -96.9% | -27.7% |
| 3Y | +39.0% | +58.1% | -19.1% | +20.2% |
| All | +39.0% | +53.9% | -14.9% | +20.2% |
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