-25.3%
SWK vs BIDU
-48.7%
+23.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | +11.0% | +7.2% | +3.9% | +9.7% |
| 30D | +30.1% | -4.0% | +34.1% | +31.0% |
| 3M | +14.7% | -25.1% | +39.8% | +20.4% |
| 6M | +44.5% | -41.8% | +86.3% | +58.0% |
| YTD | +59.4% | -37.3% | +96.7% | +70.6% |
| 1Y | +77.5% | -35.6% | +113.1% | +88.5% |
| 3Y | +49.5% | -24.5% | +73.9% | +49.1% |
| All | -25.3% | -48.7% | +23.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling