+4.7%
EFX vs SWK
+53.9%
-49.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.7% |
| 7D | -2.2% | +10.7% | -12.8% | -6.1% |
| 30D | +29.2% | +33.3% | -4.2% | +15.7% |
| 3M | +3.5% | +14.7% | -11.2% | -2.2% |
| 6M | +7.8% | +48.5% | -40.7% | -7.9% |
| YTD | -12.4% | +63.9% | -76.3% | -28.7% |
| 1Y | -8.2% | +80.4% | -88.7% | -28.3% |
| 3Y | +4.7% | +58.1% | -53.4% | -19.6% |
| All | +4.7% | +53.9% | -49.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling