+327.0%
SWK vs BIDU
+1,140.5%
-813.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.1% |
| 7D | +11.0% | +7.2% | +3.9% | +9.4% |
| 30D | +30.1% | -4.0% | +34.1% | +31.3% |
| 3M | +14.7% | -25.1% | +39.8% | +22.0% |
| 6M | +44.5% | -41.8% | +86.3% | +61.6% |
| YTD | +59.4% | -37.3% | +96.7% | +73.7% |
| 1Y | +77.5% | -35.6% | +113.1% | +91.6% |
| 3Y | +49.5% | -24.5% | +73.9% | +50.2% |
| 5Y | -24.9% | -48.3% | +23.4% | -23.3% |
| 10Y | +31.8% | -51.2% | +82.9% | +26.1% |
| All | +327.0% | +1,140.5% | -813.4% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling