+142.4%
EFA vs SWK
-0.2%
+142.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -0.7% | -9.7% | +9.0% | +2.2% |
| 3M | +6.4% | +19.5% | -13.1% | +0.5% |
| 6M | +11.4% | +26.0% | -14.6% | +3.2% |
| YTD | +14.0% | +29.1% | -15.1% | +4.5% |
| 1Y | +20.2% | +23.7% | -3.5% | +11.0% |
| 3Y | +68.2% | +15.3% | +52.9% | +52.7% |
| 5Y | +54.8% | -40.6% | +95.4% | +69.4% |
| 10Y | +142.4% | -0.1% | +142.5% | +109.0% |
| All | +142.4% | -0.2% | +142.6% | +109.0% |
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