+7,081.5%
EFX vs SWK
+1,542.3%
+5,539.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.8% |
| 7D | +8.1% | +11.3% | -3.2% | +3.6% |
| 30D | +36.0% | +28.1% | +8.0% | +24.1% |
| 3M | +9.6% | +12.6% | -3.0% | +4.7% |
| 6M | +14.7% | +51.7% | -37.0% | -2.4% |
| YTD | -9.9% | +60.0% | -69.8% | -25.5% |
| 1Y | -5.4% | +72.7% | -78.1% | -24.2% |
| 3Y | +9.3% | +46.3% | -37.0% | -9.7% |
| 5Y | -29.1% | -24.6% | -4.5% | -27.8% |
| 10Y | +72.5% | +32.2% | +40.2% | +33.6% |
| All | +7,081.5% | +1,542.3% | +5,539.2% | +2,387.5% |
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