+130.2%
BP vs SWK
+29.6%
+100.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -11.6% | +11.0% | -22.7% | -14.8% |
| 30D | 0.0% | +30.1% | -30.0% | -8.1% |
| 3M | +6.7% | +14.7% | -7.9% | +1.6% |
| 6M | +2.2% | +44.5% | -42.3% | -10.7% |
| YTD | +33.0% | +59.4% | -26.4% | +10.5% |
| 1Y | +30.7% | +77.5% | -46.8% | +4.2% |
| 3Y | +44.2% | +49.5% | -5.3% | +16.2% |
| 5Y | +105.1% | -24.9% | +130.0% | +112.9% |
| All | +130.2% | +29.6% | +100.7% | +79.6% |
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