+327.5%
SWK vs BG
+1,131.5%
-803.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.4% | +2.8% | -3.2% | -1.4% |
| 30D | -5.7% | +12.0% | -17.8% | -9.5% |
| 3M | +24.1% | -7.7% | +31.8% | +26.3% |
| 6M | +24.7% | +4.5% | +20.2% | +21.0% |
| YTD | +33.9% | +35.7% | -1.7% | +18.6% |
| 1Y | +34.7% | +50.1% | -15.4% | +14.6% |
| 3Y | +15.3% | +12.6% | +2.7% | +6.8% |
| 5Y | -39.3% | +75.4% | -114.7% | -52.9% |
| 10Y | +2.5% | +150.5% | -148.0% | -33.1% |
| All | +327.5% | +1,131.5% | -803.9% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling