+28.7%
SWK vs BLDR
+568.9%
-540.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +1.7% |
| 7D | +11.0% | -3.7% | +14.7% | +13.0% |
| 30D | +30.1% | +16.8% | +13.3% | +20.5% |
| 3M | +14.7% | -13.7% | +28.4% | +21.5% |
| 6M | +44.5% | -21.9% | +66.4% | +58.9% |
| YTD | +59.4% | -39.2% | +98.6% | +94.8% |
| 1Y | +77.5% | -42.6% | +120.2% | +122.6% |
| 3Y | +49.5% | -50.2% | +99.7% | +93.6% |
| 5Y | -24.9% | -7.0% | -17.9% | -29.8% |
| All | +28.7% | +568.9% | -540.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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