+49.9%
ENB vs SWK
-25.5%
+75.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -5.2% | +11.0% | -16.2% | -6.3% |
| 30D | +2.2% | +30.1% | -27.9% | -0.7% |
| 3M | -8.1% | +14.7% | -22.7% | -9.5% |
| 6M | -11.2% | +44.5% | -55.7% | -15.0% |
| YTD | +2.0% | +59.4% | -57.4% | -4.0% |
| 1Y | +4.1% | +77.5% | -73.5% | -3.5% |
| 3Y | +64.7% | +49.5% | +15.3% | +53.3% |
| All | +49.9% | -25.5% | +75.4% | +45.5% |
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