+202.3%
ECL vs SWK
+18.1%
+184.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | -1.4% | +4.2% | +3.4% |
| 30D | +7.5% | +25.5% | -18.0% | -1.6% |
| 3M | +12.2% | +11.8% | +0.5% | +7.1% |
| 6M | +24.6% | +48.7% | -24.1% | +6.1% |
| YTD | +18.8% | +57.2% | -38.4% | -1.7% |
| 1Y | +19.3% | +75.3% | -55.9% | -5.5% |
| 3Y | +78.2% | +51.9% | +26.3% | +39.2% |
| 5Y | +38.8% | -30.7% | +69.5% | +49.4% |
| All | +202.3% | +18.1% | +184.1% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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