+674.8%
BX vs SWK
+29.6%
+645.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.8% | +11.0% | -9.2% | -3.8% |
| 30D | +7.9% | +30.1% | -22.2% | -6.2% |
| 3M | -9.6% | +14.7% | -24.3% | -16.1% |
| 6M | -2.3% | +44.5% | -46.8% | -20.3% |
| YTD | -19.3% | +59.4% | -78.7% | -38.5% |
| 1Y | -13.2% | +77.5% | -90.8% | -37.9% |
| 3Y | +33.8% | +49.5% | -15.7% | +0.6% |
| 5Y | 0.0% | -24.9% | +24.9% | +4.6% |
| All | +674.8% | +29.6% | +645.3% | +430.2% |
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 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