+30.0%
ECL vs SWK
-38.7%
+68.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -2.2% | -5.7% | +3.6% | -0.5% |
| 3M | +10.1% | +24.1% | -14.0% | +2.9% |
| 6M | -5.7% | +24.7% | -30.4% | -12.3% |
| YTD | +7.0% | +33.9% | -27.0% | -2.8% |
| 1Y | +2.7% | +34.7% | -32.0% | -7.3% |
| 3Y | +57.7% | +15.3% | +42.4% | +42.9% |
| All | +30.0% | -38.7% | +68.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling