-33.4%
ELAN vs SWK
-21.9%
-11.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.8% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +8.4% | -8.9% | +17.3% | +13.2% |
| 3M | +1.2% | +20.5% | -19.3% | -7.7% |
| 6M | +2.6% | +27.1% | -24.5% | -8.8% |
| YTD | +5.9% | +30.2% | -24.3% | -7.2% |
| 1Y | +25.8% | +24.8% | +1.1% | +11.5% |
| 3Y | +106.8% | +16.3% | +90.5% | +82.0% |
| 5Y | -29.3% | -40.1% | +10.8% | -20.2% |
| All | -33.4% | -21.9% | -11.5% | -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