+22.2%
SWK vs BIDU
-51.3%
+73.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -1.4% | -4.6% | +3.2% | -0.3% |
| 30D | +25.5% | -4.5% | +30.0% | +26.9% |
| 3M | +11.8% | -25.4% | +37.1% | +19.3% |
| 6M | +48.7% | -48.1% | +96.8% | +71.9% |
| YTD | +57.2% | -40.2% | +97.4% | +73.6% |
| 1Y | +75.3% | -35.2% | +110.5% | +89.3% |
| 3Y | +51.9% | -27.1% | +79.1% | +53.1% |
| 5Y | -30.7% | -54.2% | +23.4% | -26.6% |
| All | +22.2% | -51.3% | +73.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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