+892.4%
BKNG vs SWK
+704.4%
+188.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -6.6% | -5.7% | -0.9% | -4.1% |
| 3M | +15.7% | +24.1% | -8.4% | +4.3% |
| 6M | +14.1% | +24.7% | -10.6% | +1.6% |
| YTD | -9.3% | +33.9% | -43.3% | -22.5% |
| 1Y | -12.8% | +34.7% | -47.4% | -26.4% |
| 3Y | +58.4% | +15.3% | +43.2% | +34.3% |
| 5Y | +114.1% | -39.3% | +153.4% | +137.1% |
| 10Y | +246.8% | +2.5% | +244.4% | +170.8% |
| All | +892.4% | +704.4% | +188.0% | +222.9% |
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 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