-25.4%
ELAN vs SWK
-1.7%
-23.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.4% | +3.0% |
| 7D | +11.4% | +10.7% | +0.7% | +5.9% |
| 30D | +17.1% | +33.3% | -16.2% | +1.9% |
| 3M | +21.3% | +14.7% | +6.7% | +13.2% |
| 6M | +13.5% | +48.5% | -35.0% | -6.5% |
| YTD | +18.6% | +63.9% | -45.3% | -7.2% |
| 1Y | +24.9% | +80.4% | -55.5% | -6.8% |
| 3Y | +161.6% | +58.1% | +103.5% | +98.4% |
| 5Y | -18.9% | -24.5% | +5.6% | -18.2% |
| All | -25.4% | -1.7% | -23.7% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling