+143.0%
EFA vs SWK
+3.3%
+139.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +0.9% | -5.7% | +6.6% | +2.6% |
| 3M | +4.9% | +24.1% | -19.2% | -2.0% |
| 6M | +8.6% | +24.7% | -16.1% | +0.9% |
| YTD | +14.6% | +33.9% | -19.3% | +3.9% |
| 1Y | +22.6% | +34.7% | -12.1% | +10.4% |
| 3Y | +66.5% | +15.3% | +51.2% | +51.4% |
| 5Y | +54.5% | -39.3% | +93.8% | +68.1% |
| All | +143.0% | +3.3% | +139.7% | +107.7% |
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