+55.1%
SWK vs BG
+5.0%
+50.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -2.3% | +3.4% | -5.7% | -3.2% |
| 30D | +30.4% | -3.8% | +34.2% | +31.6% |
| 3M | +12.1% | -9.6% | +21.7% | +14.5% |
| 6M | +49.1% | -19.5% | +68.6% | +57.1% |
| YTD | +60.4% | +14.6% | +45.8% | +44.1% |
| 1Y | +78.3% | +6.6% | +71.7% | +65.1% |
| All | +55.1% | +5.0% | +50.1% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling