+51.9%
SWK vs BLDR
-50.7%
+102.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -1.4% | -3.0% | +1.6% | +0.1% |
| 30D | +25.5% | +20.1% | +5.3% | +13.0% |
| 3M | +11.8% | -17.5% | +29.3% | +22.5% |
| 6M | +48.7% | -16.1% | +64.8% | +59.6% |
| YTD | +57.2% | -41.0% | +98.2% | +101.5% |
| 1Y | +75.3% | -41.6% | +116.9% | +125.5% |
| 3Y | +51.9% | -50.8% | +102.8% | +105.1% |
| All | +51.9% | -50.7% | +102.7% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling