+318.3%
BLK vs SWK
+18.1%
+300.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.7% | -1.4% | +5.1% | +4.4% |
| 30D | +13.9% | +25.5% | -11.6% | +2.5% |
| 3M | +3.9% | +11.8% | -7.9% | -1.7% |
| 6M | +13.0% | +48.7% | -35.7% | -7.1% |
| YTD | +16.1% | +57.2% | -41.1% | -8.1% |
| 1Y | +16.8% | +75.3% | -58.5% | -12.4% |
| 3Y | +97.7% | +51.9% | +45.7% | +49.6% |
| 5Y | +42.1% | -30.7% | +72.9% | +54.6% |
| All | +318.3% | +18.1% | +300.2% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling