+967.7%
BX vs SWK
+167.3%
+800.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -4.4% | -0.4% | -3.9% | -4.1% |
| 30D | +0.1% | -5.7% | +5.8% | +4.0% |
| 3M | +16.0% | +24.1% | -8.1% | -0.4% |
| 6M | +21.6% | +24.7% | -3.1% | +2.6% |
| YTD | -8.9% | +33.9% | -42.8% | -27.2% |
| 1Y | -16.6% | +34.7% | -51.3% | -34.4% |
| 3Y | +43.3% | +15.3% | +28.1% | +17.7% |
| 5Y | +25.7% | -39.3% | +65.0% | +54.0% |
| 10Y | +689.5% | +2.5% | +687.0% | +456.2% |
| All | +967.7% | +167.3% | +800.4% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling