+695.7%
SWK vs BB
+258.8%
+436.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -5.6% | +5.2% | +0.3% |
| 30D | -5.7% | -11.8% | +6.1% | -4.3% |
| 3M | +24.1% | -25.5% | +49.6% | +27.6% |
| 6M | +24.7% | +121.3% | -96.6% | +10.6% |
| YTD | +33.9% | +103.2% | -69.2% | +20.1% |
| 1Y | +34.7% | +102.6% | -68.0% | +20.2% |
| 3Y | +15.3% | +37.5% | -22.2% | +4.6% |
| 5Y | -39.3% | -30.4% | -8.8% | -41.6% |
| 10Y | +2.5% | 0.0% | +2.5% | -15.9% |
| All | +695.7% | +258.8% | +436.9% | +434.2% |
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