+20.8%
SWK vs BR
+280.7%
-259.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | +1.9% | -4.2% | -3.5% |
| 30D | +30.4% | +15.9% | +14.5% | +18.9% |
| 3M | +12.1% | +13.7% | -1.5% | +2.9% |
| 6M | +49.1% | +31.0% | +18.1% | +23.0% |
| YTD | +60.4% | -12.0% | +72.4% | +70.9% |
| 1Y | +78.3% | -11.5% | +89.8% | +89.2% |
| 3Y | +53.3% | +14.9% | +38.4% | +33.9% |
| 5Y | -27.0% | +20.1% | -47.0% | -39.5% |
| 10Y | +20.8% | +278.9% | -258.1% | -47.0% |
| All | +20.8% | +280.7% | -259.8% | -47.0% |
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