-25.6%
ELAN vs SWK
-5.8%
-19.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +4.0% | -1.4% | +5.4% | +4.7% |
| 30D | +18.8% | +25.5% | -6.7% | +6.4% |
| 3M | +19.0% | +11.8% | +7.2% | +12.3% |
| 6M | +22.8% | +48.7% | -25.9% | +1.1% |
| YTD | +18.3% | +57.2% | -38.8% | -5.6% |
| 1Y | +21.8% | +75.3% | -53.5% | -7.8% |
| 3Y | +153.8% | +51.9% | +101.9% | +96.1% |
| 5Y | -18.9% | -30.7% | +11.8% | -14.9% |
| All | -25.6% | -5.8% | -19.9% | -48.9% |
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