+410.6%
SWK vs BG
+922.2%
-511.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.1% |
| 7D | +11.3% | +2.6% | +8.6% | +10.3% |
| 30D | +28.1% | -8.2% | +36.3% | +31.6% |
| 3M | +12.6% | -7.0% | +19.6% | +14.5% |
| 6M | +51.7% | -23.5% | +75.2% | +63.4% |
| YTD | +60.0% | +12.6% | +47.3% | +50.1% |
| 1Y | +72.7% | +5.8% | +66.9% | +65.5% |
| 3Y | +46.3% | +1.4% | +44.9% | +40.0% |
| 5Y | -24.6% | +21.3% | -45.9% | -33.9% |
| 10Y | +32.2% | +90.7% | -58.4% | -5.9% |
| All | +410.6% | +922.2% | -511.6% | +152.5% |
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