+239.8%
EW vs SWK
+32.9%
+206.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.7% |
| 7D | +12.3% | +10.7% | +1.6% | +8.8% |
| 30D | +22.9% | +33.3% | -10.5% | +12.8% |
| 3M | +16.7% | +14.7% | +2.0% | +11.7% |
| 6M | +31.0% | +48.5% | -17.6% | +15.7% |
| YTD | +22.8% | +63.9% | -41.1% | +4.3% |
| 1Y | +25.6% | +80.4% | -54.8% | +3.3% |
| 3Y | +62.0% | +58.1% | +3.8% | +31.2% |
| 5Y | -12.8% | -24.5% | +11.7% | -9.6% |
| 10Y | +239.8% | +29.5% | +210.3% | +156.5% |
| All | +239.8% | +32.9% | +206.9% | +156.5% |
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 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