-29.9%
SWK vs BR
+18.8%
-48.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.9% |
| 30D | +25.5% | +14.4% | +11.1% | +17.0% |
| 3M | +11.8% | +12.4% | -0.6% | +4.7% |
| 6M | +48.7% | +35.4% | +13.2% | +24.1% |
| YTD | +57.2% | -12.2% | +69.4% | +70.5% |
| 1Y | +75.3% | -12.7% | +88.0% | +91.1% |
| 3Y | +51.9% | +14.3% | +37.7% | +36.6% |
| All | -29.9% | +18.8% | -48.7% | -41.9% |
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