+35.8%
SWK vs BURL
+269.3%
-233.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +7.7% | +5.4% | +10.3% |
| 7D | +17.9% | +10.4% | +7.5% | +13.9% |
| 30D | +31.9% | -4.9% | +36.9% | +34.4% |
| 3M | +16.6% | -29.8% | +46.3% | +31.7% |
| 6M | +61.1% | -16.5% | +77.6% | +69.9% |
| YTD | +64.2% | -10.5% | +74.8% | +68.3% |
| 1Y | +85.2% | -5.3% | +90.5% | +84.1% |
| 3Y | +50.2% | +95.1% | -44.9% | +10.8% |
| 5Y | -22.8% | -12.1% | -10.7% | -27.6% |
| 10Y | +35.8% | +273.2% | -237.4% | -9.7% |
| All | +35.8% | +269.3% | -233.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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