+13.6%
BLK vs SWK
+73.5%
-59.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.1% |
| 7D | +3.9% | -2.0% | +5.9% | +4.6% |
| 30D | +14.1% | +24.6% | -10.5% | +6.9% |
| 3M | +5.3% | +10.8% | -5.5% | +2.1% |
| 6M | +12.6% | +46.1% | -33.5% | -0.6% |
| YTD | +15.5% | +56.8% | -41.3% | -2.3% |
| 1Y | +13.6% | +72.7% | -59.1% | -8.0% |
| All | +13.6% | +73.5% | -59.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling