+112.4%
ENB vs SWK
+17.8%
+94.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | +1.4% | +24.6% | -23.2% | -4.2% |
| 3M | -5.2% | +10.8% | -16.0% | -7.9% |
| 6M | -9.9% | +46.1% | -56.0% | -18.8% |
| YTD | +4.7% | +56.8% | -52.2% | -8.3% |
| 1Y | +2.8% | +72.7% | -70.0% | -12.4% |
| 3Y | +71.3% | +49.9% | +21.4% | +44.6% |
| 5Y | +58.6% | -30.9% | +89.5% | +69.2% |
| All | +112.4% | +17.8% | +94.6% | +68.7% |
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