+28.7%
SWK vs BTG
+144.4%
-115.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.6% |
| 7D | +11.0% | +17.4% | -6.4% | +9.3% |
| 30D | +30.1% | +8.0% | +22.1% | +28.9% |
| 3M | +14.7% | +32.5% | -17.9% | +11.2% |
| 6M | +44.5% | +21.6% | +22.9% | +40.9% |
| YTD | +59.4% | +21.2% | +38.1% | +54.6% |
| 1Y | +77.5% | +43.9% | +33.6% | +69.6% |
| 3Y | +49.5% | +78.6% | -29.1% | +37.6% |
| 5Y | -24.9% | +48.8% | -73.7% | -30.9% |
| All | +28.7% | +144.4% | -115.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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