+24.7%
SWK vs BLDR
+494.8%
-470.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -2.3% | -10.3% | +8.0% | +2.6% |
| 30D | +30.4% | +19.6% | +10.9% | +19.5% |
| 3M | +12.1% | -17.0% | +29.1% | +21.0% |
| 6M | +49.1% | -16.7% | +65.8% | +59.2% |
| YTD | +60.4% | -39.4% | +99.9% | +96.3% |
| 1Y | +78.3% | -41.7% | +120.0% | +121.8% |
| 3Y | +53.3% | -49.9% | +103.2% | +97.9% |
| 5Y | -27.0% | -7.6% | -19.4% | -31.6% |
| All | +24.7% | +494.8% | -470.2% | -48.6% |
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