-8.5%
BX vs SWK
+87.6%
-96.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +13.1% | -6.9% | +1.3% |
| 7D | +8.3% | +17.9% | -9.6% | +1.7% |
| 30D | +13.5% | +31.9% | -18.4% | +2.7% |
| 3M | -7.6% | +16.6% | -24.2% | -13.0% |
| 6M | +4.0% | +61.1% | -57.1% | -11.4% |
| YTD | -15.2% | +64.2% | -79.4% | -27.7% |
| 1Y | -8.5% | +85.2% | -93.7% | -25.3% |
| All | -8.5% | +87.6% | -96.1% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling