+12,781.7%
ECL vs SWK
+1,275.2%
+11,506.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +10.1% | +24.1% | -14.0% | +1.9% |
| 6M | -5.7% | +24.7% | -30.4% | -13.3% |
| YTD | +7.0% | +33.9% | -27.0% | -4.3% |
| 1Y | +2.7% | +34.7% | -32.0% | -8.8% |
| 3Y | +57.7% | +15.3% | +42.4% | +40.5% |
| 5Y | +31.1% | -39.3% | +70.4% | +42.1% |
| 10Y | +150.9% | +2.5% | +148.4% | +116.0% |
| All | +12,781.7% | +1,275.2% | +11,506.5% | +4,297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling