+45.8%
EFA vs SWK
-25.5%
+71.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | +11.0% | -12.5% | -4.0% |
| 30D | -1.2% | +30.1% | -31.2% | -7.4% |
| 3M | -5.1% | +14.7% | -19.8% | -8.4% |
| 6M | -1.2% | +44.5% | -45.7% | -10.2% |
| YTD | +7.8% | +59.4% | -51.6% | -4.8% |
| 1Y | +12.2% | +77.5% | -65.4% | -3.6% |
| 3Y | +61.5% | +49.5% | +12.1% | +40.0% |
| All | +45.8% | -25.5% | +71.2% | +45.4% |
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