+0.8%
SWK vs BR
+183.7%
-183.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.3% |
| 7D | +0.1% | -5.9% | +6.1% | +4.0% |
| 30D | -8.9% | +1.9% | -10.8% | -10.4% |
| 3M | +20.5% | +14.7% | +5.8% | +9.1% |
| 6M | +27.1% | -12.8% | +39.9% | +36.4% |
| YTD | +30.2% | -23.0% | +53.2% | +51.0% |
| 1Y | +24.8% | -31.7% | +56.4% | +57.5% |
| 3Y | +16.3% | -4.8% | +21.1% | +15.3% |
| 5Y | -40.1% | +7.8% | -47.9% | -47.0% |
| 10Y | +0.8% | +184.1% | -183.3% | -46.0% |
| All | +0.8% | +183.7% | -183.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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