+84.6%
ED vs SWK
-25.4%
+110.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +5.2% | +11.3% | -6.1% | +4.5% |
| 30D | +15.5% | +28.1% | -12.6% | +14.1% |
| 3M | +13.0% | +12.6% | +0.4% | +12.3% |
| 6M | +13.1% | +51.7% | -38.6% | +10.7% |
| YTD | +25.3% | +60.0% | -34.7% | +22.0% |
| 1Y | +30.5% | +72.7% | -42.1% | +26.6% |
| 3Y | +49.3% | +46.3% | +3.0% | +45.7% |
| 5Y | +84.6% | -24.6% | +109.2% | +87.9% |
| All | +84.6% | -25.4% | +110.0% | +87.9% |
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 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