+28.7%
SWK vs BG
+90.1%
-61.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | +11.0% | +2.5% | +8.5% | +9.9% |
| 30D | +30.1% | -6.1% | +36.1% | +33.1% |
| 3M | +14.7% | -8.5% | +23.2% | +17.7% |
| 6M | +44.5% | -20.4% | +64.9% | +55.6% |
| YTD | +59.4% | +13.3% | +46.1% | +45.7% |
| 1Y | +77.5% | +7.3% | +70.3% | +66.2% |
| 3Y | +49.5% | +2.6% | +46.9% | +39.2% |
| 5Y | -24.9% | +22.0% | -46.9% | -38.5% |
| All | +28.7% | +90.1% | -61.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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