+78.7%
SWK vs BIDU
-38.7%
+117.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +11.3% | +3.6% | +7.7% | +10.8% |
| 30D | +31.5% | -6.6% | +38.1% | +32.5% |
| 3M | +14.4% | -27.2% | +41.6% | +19.0% |
| 6M | +46.4% | -43.5% | +89.9% | +57.9% |
| YTD | +61.6% | -39.0% | +100.6% | +69.0% |
| 1Y | +78.7% | -39.8% | +118.5% | +86.7% |
| All | +78.7% | -38.7% | +117.4% | +86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling