+49.5%
SWK vs BLDR
-50.4%
+99.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +2.1% |
| 7D | +11.0% | -3.7% | +14.7% | +13.3% |
| 30D | +30.1% | +16.8% | +13.3% | +19.0% |
| 3M | +14.7% | -13.7% | +28.4% | +22.7% |
| 6M | +44.5% | -21.9% | +66.4% | +61.4% |
| YTD | +59.4% | -39.2% | +98.6% | +101.2% |
| 1Y | +77.5% | -42.6% | +120.2% | +131.0% |
| 3Y | +49.5% | -50.2% | +99.7% | +98.1% |
| All | +49.5% | -50.4% | +99.9% | +98.1% |
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