+34.6%
EEM vs SWK
-26.0%
+60.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -6.2% | +30.4% | -36.6% | -12.1% |
| 3M | -5.2% | +12.1% | -17.3% | -8.0% |
| 6M | -8.1% | +49.1% | -57.2% | -16.8% |
| YTD | +14.0% | +60.4% | -46.5% | +1.1% |
| 1Y | +13.8% | +78.3% | -64.5% | -1.5% |
| 3Y | +73.7% | +53.3% | +20.4% | +50.6% |
| 5Y | +34.6% | -27.0% | +61.5% | +34.1% |
| All | +34.6% | -26.0% | +60.6% | +34.1% |
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