+58.0%
BKNG vs SWK
-23.3%
+81.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +0.9% |
| 7D | +6.3% | +10.7% | -4.3% | +3.1% |
| 30D | +2.0% | +33.3% | -31.4% | -6.4% |
| 3M | -23.6% | +14.7% | -38.2% | -26.7% |
| 6M | -1.0% | +48.5% | -49.5% | -12.1% |
| YTD | -23.1% | +63.9% | -87.0% | -34.3% |
| 1Y | -16.5% | +80.4% | -96.9% | -30.7% |
| 3Y | +39.0% | +58.1% | -19.1% | +13.6% |
| 5Y | +58.0% | -24.5% | +82.5% | +68.9% |
| All | +58.0% | -23.3% | +81.3% | +68.9% |
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