+17.5%
SWK vs BURL
+63.9%
-46.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | 0.0% |
| 7D | -0.4% | -2.8% | +2.3% | +0.4% |
| 30D | -5.7% | -28.2% | +22.4% | +5.2% |
| 3M | +24.1% | -17.6% | +41.7% | +31.9% |
| 6M | +24.7% | -11.8% | +36.5% | +28.8% |
| YTD | +33.9% | -8.1% | +42.1% | +36.3% |
| 1Y | +34.7% | -12.0% | +46.6% | +37.7% |
| All | +17.5% | +63.9% | -46.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling