+846.8%
SWK vs BB
+307.3%
+539.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.9% |
| 7D | +11.0% | +3.8% | +7.2% | +10.5% |
| 30D | +30.1% | -0.3% | +30.4% | +29.7% |
| 3M | +14.7% | -0.5% | +15.1% | +13.9% |
| 6M | +44.5% | +45.9% | -1.4% | +34.9% |
| YTD | +59.4% | +130.6% | -71.2% | +39.8% |
| 1Y | +77.5% | +89.2% | -11.7% | +59.4% |
| 3Y | +49.5% | +137.5% | -88.0% | +26.6% |
| 5Y | -24.9% | -20.9% | -4.0% | -29.2% |
| 10Y | +31.8% | +25.4% | +6.4% | +4.7% |
| All | +846.8% | +307.3% | +539.5% | +521.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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