-24.6%
SWK vs BURL
-15.9%
-8.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -1.6% |
| 7D | +11.3% | +3.5% | +7.8% | +10.2% |
| 30D | +28.1% | -9.3% | +37.4% | +32.1% |
| 3M | +12.6% | -32.1% | +44.7% | +26.9% |
| 6M | +51.7% | -19.8% | +71.5% | +61.2% |
| YTD | +60.0% | -13.2% | +73.1% | +65.2% |
| 1Y | +72.7% | -7.8% | +80.5% | +73.5% |
| 3Y | +46.3% | +89.3% | -43.0% | +16.4% |
| 5Y | -24.6% | -15.8% | -8.8% | -32.1% |
| All | -24.6% | -15.9% | -8.8% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling