+17.5%
SWK vs BIDU
-30.8%
+48.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.1% |
| 7D | -0.4% | +2.4% | -2.9% | -0.9% |
| 30D | -5.7% | -10.5% | +4.8% | -3.9% |
| 3M | +24.1% | -26.2% | +50.3% | +31.2% |
| 6M | +24.7% | -16.4% | +41.1% | +27.6% |
| YTD | +33.9% | -23.9% | +57.8% | +38.9% |
| 1Y | +34.7% | +1.3% | +33.4% | +28.6% |
| All | +17.5% | -30.8% | +48.3% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling