-25.6%
EFX vs SWK
+37.3%
-62.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | -8.6% | -0.4% | -8.2% | -8.5% |
| 30D | +0.1% | -5.7% | +5.8% | +1.6% |
| 3M | +3.8% | +24.1% | -20.2% | -2.4% |
| 6M | -13.5% | +24.7% | -38.2% | -18.8% |
| YTD | -17.7% | +33.9% | -51.6% | -24.1% |
| 1Y | -25.6% | +34.7% | -60.3% | -30.6% |
| All | -25.6% | +37.3% | -62.9% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling