+0.8%
SWK vs BG
+159.1%
-158.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -4.6% |
| 7D | +0.1% | +2.4% | -2.2% | -0.9% |
| 30D | -8.9% | +15.0% | -23.9% | -14.3% |
| 3M | +20.5% | -0.7% | +21.2% | +19.4% |
| 6M | +27.1% | +7.5% | +19.6% | +20.9% |
| YTD | +30.2% | +41.6% | -11.4% | +9.4% |
| 1Y | +24.8% | +50.7% | -25.9% | +1.3% |
| 3Y | +16.3% | +20.3% | -4.0% | +2.2% |
| 5Y | -40.1% | +85.2% | -125.3% | -59.1% |
| 10Y | +0.8% | +160.6% | -159.8% | -50.0% |
| All | +0.8% | +159.1% | -158.3% | -50.0% |
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