+196.8%
ECL vs SWK
+29.6%
+167.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -0.8% | +11.0% | -11.8% | -4.8% |
| 30D | +8.1% | +30.1% | -21.9% | -2.4% |
| 3M | +6.4% | +14.7% | -8.3% | +0.5% |
| 6M | +14.8% | +44.5% | -29.7% | -1.1% |
| YTD | +15.5% | +59.4% | -43.9% | -5.0% |
| 1Y | +20.1% | +77.5% | -57.4% | -5.4% |
| 3Y | +77.8% | +49.5% | +28.3% | +40.0% |
| 5Y | +37.9% | -24.9% | +62.8% | +42.9% |
| All | +196.8% | +29.6% | +167.2% | +111.3% |
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