+7.5%
EMB vs SWK
-30.7%
+38.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | +0.4% | +25.5% | -25.1% | -2.2% |
| 3M | -3.1% | +11.8% | -14.9% | -4.5% |
| 6M | -2.1% | +48.7% | -50.8% | -6.6% |
| YTD | -1.1% | +57.2% | -58.3% | -6.6% |
| 1Y | -0.1% | +75.3% | -75.3% | -6.9% |
| 3Y | +29.6% | +51.9% | -22.4% | +20.4% |
| All | +7.5% | -30.7% | +38.1% | +4.8% |
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 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