+278.5%
BLK vs SWK
-0.7%
+279.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.1% |
| 7D | -2.7% | -4.6% | +1.9% | -0.6% |
| 30D | -4.8% | -9.9% | +5.1% | -0.2% |
| 3M | +6.5% | +15.4% | -8.9% | -1.3% |
| 6M | +13.1% | +25.0% | -11.8% | +0.4% |
| YTD | +1.8% | +27.2% | -25.4% | -10.9% |
| 1Y | -1.0% | +24.6% | -25.6% | -13.1% |
| 3Y | +66.0% | +13.7% | +52.3% | +44.1% |
| 5Y | +31.2% | -41.5% | +72.8% | +54.1% |
| 10Y | +278.5% | +0.7% | +277.8% | +204.7% |
| All | +278.5% | -0.7% | +279.2% | +204.7% |
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 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