+677.8%
ETSY vs SWK
+32.9%
+645.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.1% |
| 7D | -4.3% | +10.7% | -15.0% | -9.3% |
| 30D | +15.3% | +33.3% | -18.0% | -0.5% |
| 3M | +3.4% | +14.7% | -11.3% | -3.9% |
| 6M | +37.4% | +48.5% | -11.1% | +11.1% |
| YTD | +59.5% | +63.9% | -4.4% | +21.0% |
| 1Y | +49.7% | +80.4% | -30.7% | +7.6% |
| 3Y | +42.6% | +58.1% | -15.5% | +5.2% |
| 5Y | -65.8% | -24.5% | -41.3% | -64.1% |
| 10Y | +677.8% | +29.5% | +648.4% | +461.4% |
| All | +677.8% | +32.9% | +645.0% | +461.4% |
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