+22.2%
SWK vs BG
+111.0%
-88.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.5% |
| 7D | -1.4% | +2.6% | -3.9% | -2.4% |
| 30D | +25.5% | -6.7% | +32.1% | +28.8% |
| 3M | +11.8% | -9.3% | +21.0% | +15.4% |
| 6M | +48.7% | -18.3% | +67.0% | +58.6% |
| YTD | +57.2% | +16.2% | +41.0% | +42.1% |
| 1Y | +75.3% | +7.6% | +67.7% | +63.9% |
| 3Y | +51.9% | +6.6% | +45.4% | +39.1% |
| 5Y | -30.7% | +22.2% | -52.9% | -43.3% |
| All | +22.2% | +111.0% | -88.8% | -38.2% |
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