+36.5%
EMB vs SWK
+17.8%
+18.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | +0.5% | +24.6% | -24.1% | -2.3% |
| 3M | -2.5% | +10.8% | -13.3% | -3.9% |
| 6M | -2.0% | +46.1% | -48.1% | -7.0% |
| YTD | -0.9% | +56.8% | -57.7% | -7.1% |
| 1Y | -0.3% | +72.7% | -73.0% | -7.8% |
| 3Y | +29.2% | +49.9% | -20.7% | +19.4% |
| 5Y | +7.4% | -30.9% | +38.3% | +8.4% |
| All | +36.5% | +17.8% | +18.6% | +22.4% |
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