+245.3%
SWK vs BR
+1,465.0%
-1,219.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.7% |
| 7D | +11.0% | +6.5% | +4.6% | +7.0% |
| 30D | +30.1% | +18.9% | +11.1% | +17.2% |
| 3M | +14.7% | +16.3% | -1.6% | +4.1% |
| 6M | +44.5% | +26.2% | +18.3% | +23.3% |
| YTD | +59.4% | -13.1% | +72.5% | +68.5% |
| 1Y | +77.5% | -10.5% | +88.0% | +84.1% |
| 3Y | +49.5% | +13.3% | +36.1% | +33.3% |
| 5Y | -24.9% | +19.9% | -44.8% | -36.3% |
| 10Y | +31.8% | +254.2% | -222.5% | -42.7% |
| All | +245.3% | +1,465.0% | -1,219.7% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling