-28.0%
ELAN vs SWK
-38.7%
+10.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | -6.6% | -5.7% | -0.8% | -3.9% |
| 3M | -0.8% | +24.1% | -24.9% | -11.3% |
| 6M | +0.2% | +24.7% | -24.5% | -10.7% |
| YTD | +8.3% | +33.9% | -25.7% | -7.1% |
| 1Y | +40.2% | +34.7% | +5.6% | +19.0% |
| 3Y | +97.7% | +15.3% | +82.5% | +72.1% |
| All | -28.0% | -38.7% | +10.7% | -30.0% |
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