+144.8%
EFA vs SWK
+32.9%
+111.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.2% |
| 7D | +1.2% | +10.7% | -9.5% | -1.9% |
| 30D | +1.5% | +33.3% | -31.8% | -6.9% |
| 3M | -3.3% | +14.7% | -18.0% | -7.5% |
| 6M | +2.6% | +48.5% | -46.0% | -9.4% |
| YTD | +11.0% | +63.9% | -52.9% | -5.4% |
| 1Y | +15.1% | +80.4% | -65.3% | -4.8% |
| 3Y | +67.6% | +58.1% | +9.5% | +38.3% |
| 5Y | +50.5% | -24.5% | +75.0% | +53.2% |
| 10Y | +144.8% | +29.5% | +115.3% | +98.6% |
| All | +144.8% | +32.9% | +111.9% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling