+366.2%
EFA vs SWK
+424.7%
-58.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.4% | +11.0% | -12.5% | -5.7% |
| 30D | -1.2% | +30.1% | -31.2% | -11.2% |
| 3M | -5.1% | +14.7% | -19.8% | -10.6% |
| 6M | -1.2% | +44.5% | -45.7% | -15.5% |
| YTD | +7.8% | +59.4% | -51.6% | -12.2% |
| 1Y | +12.2% | +77.5% | -65.4% | -12.7% |
| 3Y | +61.5% | +49.5% | +12.1% | +26.9% |
| 5Y | +45.8% | -24.9% | +70.6% | +45.8% |
| 10Y | +141.8% | +31.8% | +110.1% | +67.6% |
| All | +366.2% | +424.7% | -58.5% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling