+22.4%
SWK vs BIDU
-52.8%
+75.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +11.3% | +3.6% | +7.7% | +10.5% |
| 30D | +31.5% | -6.6% | +38.1% | +33.6% |
| 3M | +14.4% | -27.2% | +41.6% | +22.8% |
| 6M | +46.4% | -43.5% | +89.9% | +65.6% |
| YTD | +61.6% | -39.0% | +100.6% | +77.6% |
| 1Y | +78.7% | -39.8% | +118.5% | +96.5% |
| 3Y | +54.4% | -24.8% | +79.2% | +54.4% |
| 5Y | -25.3% | -50.7% | +25.4% | -22.6% |
| 10Y | +22.4% | -51.2% | +73.6% | +1.7% |
| All | +22.4% | -52.8% | +75.2% | +1.7% |
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