+50.0%
SWK vs BLDR
-48.1%
+98.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | +0.5% |
| 7D | +11.3% | +3.9% | +7.4% | +9.1% |
| 30D | +28.1% | +16.5% | +11.6% | +17.4% |
| 3M | +12.6% | -13.7% | +26.2% | +20.5% |
| 6M | +51.7% | -12.2% | +63.9% | +59.1% |
| YTD | +60.0% | -36.3% | +96.3% | +97.2% |
| 1Y | +72.7% | -41.3% | +114.0% | +122.2% |
| All | +50.0% | -48.1% | +98.1% | +94.2% |
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