+35.3%
EMB vs SWK
+26.9%
+8.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.5% | +11.3% | -10.8% | -0.9% |
| 30D | +0.9% | +31.5% | -30.6% | -2.6% |
| 3M | -2.1% | +14.4% | -16.5% | -3.9% |
| 6M | -2.2% | +46.4% | -48.6% | -7.2% |
| YTD | -0.6% | +61.6% | -62.2% | -7.2% |
| 1Y | +0.2% | +78.7% | -78.5% | -7.7% |
| 3Y | +29.5% | +54.4% | -24.9% | +19.2% |
| 5Y | +8.0% | -25.3% | +33.3% | +7.8% |
| 10Y | +35.3% | +22.4% | +13.0% | +21.2% |
| All | +35.3% | +26.9% | +8.5% | +21.2% |
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