+122.1%
BP vs SWK
+2.4%
+119.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | +7.6% | -5.7% | +13.3% | +9.4% |
| 3M | +0.7% | +24.1% | -23.4% | -7.1% |
| 6M | +15.5% | +24.7% | -9.2% | +5.1% |
| YTD | +30.8% | +33.9% | -3.1% | +15.4% |
| 1Y | +34.3% | +34.7% | -0.4% | +17.2% |
| 3Y | +35.1% | +15.3% | +19.8% | +19.1% |
| 5Y | +126.8% | -39.3% | +166.1% | +153.7% |
| All | +122.1% | +2.4% | +119.7% | +80.9% |
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