+95.7%
ENB vs SWK
+29.6%
+66.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | -5.2% | +11.0% | -16.2% | -7.8% |
| 30D | +2.2% | +30.1% | -27.9% | -4.4% |
| 3M | -8.1% | +14.7% | -22.7% | -11.4% |
| 6M | -11.2% | +44.5% | -55.7% | -19.7% |
| YTD | +2.0% | +59.4% | -57.4% | -10.9% |
| 1Y | +4.1% | +77.5% | -73.5% | -11.9% |
| 3Y | +64.7% | +49.5% | +15.3% | +39.5% |
| 5Y | +46.6% | -24.9% | +71.5% | +51.5% |
| All | +95.7% | +29.6% | +66.1% | +56.3% |
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