-25.7%
ELAN vs SWK
-3.1%
-22.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | +8.9% | +11.3% | -2.4% | +3.3% |
| 30D | +16.8% | +31.5% | -14.7% | +2.3% |
| 3M | +20.1% | +14.4% | +5.7% | +12.2% |
| 6M | +13.2% | +46.4% | -33.3% | -6.1% |
| YTD | +18.3% | +61.6% | -43.3% | -6.9% |
| 1Y | +20.2% | +78.7% | -58.6% | -9.9% |
| 3Y | +150.6% | +54.4% | +96.2% | +92.2% |
| 5Y | -18.9% | -25.3% | +6.4% | -17.7% |
| All | -25.7% | -3.1% | -22.5% | -49.6% |
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