-32.8%
EFX vs SWK
-38.7%
+5.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | -8.6% | -0.4% | -8.2% | -8.5% |
| 30D | +0.1% | -5.7% | +5.8% | +2.4% |
| 3M | +3.8% | +24.1% | -20.2% | -5.5% |
| 6M | -13.5% | +24.7% | -38.2% | -22.1% |
| YTD | -17.7% | +33.9% | -51.6% | -28.2% |
| 1Y | -25.6% | +34.7% | -60.3% | -35.6% |
| 3Y | -12.1% | +15.3% | -27.4% | -22.0% |
| All | -32.8% | -38.7% | +5.9% | -28.1% |
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