+140.1%
BP vs SWK
+17.8%
+122.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.9% |
| 7D | +2.5% | -2.0% | +4.5% | +3.1% |
| 30D | -5.6% | +24.6% | -30.2% | -12.2% |
| 3M | +8.0% | +10.8% | -2.7% | +3.9% |
| 6M | +5.7% | +46.1% | -40.4% | -8.1% |
| YTD | +36.8% | +56.8% | -20.0% | +14.2% |
| 1Y | +30.7% | +72.7% | -42.0% | +5.1% |
| 3Y | +51.6% | +49.9% | +1.7% | +21.8% |
| 5Y | +112.2% | -30.9% | +143.1% | +129.1% |
| All | +140.1% | +17.8% | +122.2% | +88.1% |
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