-36.7%
SWK vs BR
+11.2%
-47.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.7% |
| 7D | -0.4% | -5.3% | +4.8% | +2.4% |
| 30D | -5.7% | +6.4% | -12.2% | -9.2% |
| 3M | +24.1% | +13.6% | +10.4% | +14.7% |
| 6M | +24.7% | -6.7% | +31.4% | +28.5% |
| YTD | +33.9% | -21.1% | +55.0% | +53.5% |
| 1Y | +34.7% | -29.6% | +64.2% | +67.0% |
| 3Y | +15.3% | -2.4% | +17.6% | +13.8% |
| All | -36.7% | +11.2% | -47.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling