+850.3%
SWK vs BB
+290.1%
+560.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.0% |
| 7D | +11.3% | -8.9% | +20.2% | +12.6% |
| 30D | +28.1% | -12.6% | +40.7% | +29.9% |
| 3M | +12.6% | -4.1% | +16.7% | +12.4% |
| 6M | +51.7% | +49.5% | +2.2% | +41.3% |
| YTD | +60.0% | +120.8% | -60.9% | +41.1% |
| 1Y | +72.7% | +76.2% | -3.5% | +56.5% |
| 3Y | +46.3% | +123.8% | -77.5% | +24.9% |
| 5Y | -24.6% | -24.3% | -0.4% | -28.5% |
| 10Y | +32.2% | +20.1% | +12.2% | +5.7% |
| All | +850.3% | +290.1% | +560.2% | +527.7% |
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