+107.1%
ENB vs SWK
+2.4%
+104.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -2.2% | -5.7% | +3.5% | -0.9% |
| 3M | -10.5% | +24.1% | -34.6% | -15.7% |
| 6M | -5.1% | +24.7% | -29.8% | -11.2% |
| YTD | +9.0% | +33.9% | -25.0% | -0.4% |
| 1Y | +8.2% | +34.7% | -26.5% | -1.8% |
| 3Y | +67.8% | +15.3% | +52.5% | +52.4% |
| 5Y | +69.4% | -39.3% | +108.7% | +85.6% |
| All | +107.1% | +2.4% | +104.7% | +70.2% |
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