+11,329.0%
ENB vs SWK
+1,542.3%
+9,786.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -2.4% | +11.3% | -13.6% | -4.6% |
| 30D | +3.4% | +28.1% | -24.7% | -1.7% |
| 3M | -6.1% | +12.6% | -18.7% | -8.6% |
| 6M | -10.0% | +51.7% | -61.8% | -17.9% |
| YTD | +4.7% | +60.0% | -55.3% | -6.1% |
| 1Y | +7.5% | +72.7% | -65.2% | -5.2% |
| 3Y | +69.1% | +46.3% | +22.8% | +49.5% |
| 5Y | +50.4% | -24.6% | +75.0% | +49.0% |
| 10Y | +108.0% | +32.2% | +75.7% | +77.9% |
| All | +11,329.0% | +1,542.3% | +9,786.7% | +7,738.9% |
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