+45.0%
ED vs SWK
+46.0%
-0.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +1.6% | +11.0% | -9.4% | +1.4% |
| 30D | +13.3% | +30.1% | -16.8% | +12.9% |
| 3M | +9.7% | +14.7% | -4.9% | +9.3% |
| 6M | +12.8% | +44.5% | -31.7% | +12.2% |
| YTD | +22.3% | +59.4% | -37.1% | +21.4% |
| 1Y | +26.3% | +77.5% | -51.2% | +25.1% |
| 3Y | +45.0% | +49.5% | -4.4% | +40.4% |
| All | +45.0% | +46.0% | -0.9% | +40.4% |
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