+49.6%
EFA vs SWK
-28.9%
+78.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +1.3% | -2.0% | +3.2% | +1.8% |
| 30D | +0.5% | +24.6% | -24.1% | -4.9% |
| 3M | -4.1% | +10.8% | -14.9% | -6.7% |
| 6M | +2.4% | +46.1% | -43.6% | -7.1% |
| YTD | +10.0% | +56.8% | -46.8% | -2.5% |
| 1Y | +11.4% | +72.7% | -61.3% | -3.6% |
| 3Y | +65.4% | +49.9% | +15.5% | +43.2% |
| 5Y | +49.6% | -30.9% | +80.5% | +53.1% |
| All | +49.6% | -28.9% | +78.5% | +53.1% |
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