+131.7%
EMB vs SWK
+231.8%
-100.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -0.3% | -5.7% | +5.4% | +0.3% |
| 3M | -0.4% | +24.1% | -24.5% | -2.9% |
| 6M | +0.1% | +24.7% | -24.6% | -2.6% |
| YTD | +1.6% | +33.9% | -32.4% | -2.0% |
| 1Y | +5.6% | +34.7% | -29.1% | +1.6% |
| 3Y | +29.8% | +15.3% | +14.6% | +25.1% |
| 5Y | +7.3% | -39.3% | +46.6% | +9.0% |
| 10Y | +30.4% | +2.5% | +28.0% | +22.1% |
| All | +131.7% | +231.8% | -100.1% | +86.0% |
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 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