+72.7%
BLK vs SWK
+18.2%
+54.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -1.0% | -5.7% | +4.7% | +0.9% |
| 3M | +10.4% | +24.1% | -13.7% | +1.9% |
| 6M | +8.2% | +24.7% | -16.5% | -0.8% |
| YTD | +6.0% | +33.9% | -27.9% | -5.5% |
| 1Y | +3.3% | +34.7% | -31.3% | -8.6% |
| All | +72.7% | +18.2% | +54.5% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling