+77.8%
ECL vs SWK
+46.0%
+31.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.8% | +11.0% | -11.8% | -3.1% |
| 30D | +8.1% | +30.1% | -21.9% | +2.1% |
| 3M | +6.4% | +14.7% | -8.3% | +3.1% |
| 6M | +14.8% | +44.5% | -29.7% | +5.8% |
| YTD | +15.5% | +59.4% | -43.9% | +4.2% |
| 1Y | +20.1% | +77.5% | -57.4% | +6.4% |
| 3Y | +77.8% | +49.5% | +28.3% | +55.4% |
| All | +77.8% | +46.0% | +31.8% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling