+29.5%
SWK vs BG
+95.6%
-66.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.0% |
| 7D | +10.7% | +7.4% | +3.3% | +7.6% |
| 30D | +33.3% | -1.5% | +34.8% | +33.9% |
| 3M | +14.7% | -6.1% | +20.7% | +16.5% |
| 6M | +48.5% | -18.0% | +66.5% | +58.0% |
| YTD | +63.9% | +15.6% | +48.2% | +48.6% |
| 1Y | +80.4% | +9.6% | +70.9% | +67.4% |
| 3Y | +58.1% | +6.3% | +51.8% | +45.1% |
| 5Y | -24.5% | +24.6% | -49.1% | -38.7% |
| 10Y | +29.5% | +98.1% | -68.7% | -31.1% |
| All | +29.5% | +95.6% | -66.2% | -31.1% |
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