+95.6%
BN vs SWK
+46.0%
+49.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +5.3% | +11.0% | -5.7% | +0.5% |
| 30D | +11.9% | +30.1% | -18.2% | -0.4% |
| 3M | -5.7% | +14.7% | -20.4% | -11.5% |
| 6M | -10.6% | +44.5% | -55.1% | -24.7% |
| YTD | -9.4% | +59.4% | -68.7% | -27.7% |
| 1Y | -8.8% | +77.5% | -86.3% | -31.0% |
| 3Y | +95.6% | +49.5% | +46.2% | +48.2% |
| All | +95.6% | +46.0% | +49.7% | +48.2% |
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