+129.5%
EW vs SWK
+2.4%
+127.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +1.0% | -5.7% | +6.8% | +2.7% |
| 3M | +2.8% | +24.1% | -21.3% | -4.0% |
| 6M | +5.5% | +24.7% | -19.2% | -2.2% |
| YTD | +5.5% | +33.9% | -28.5% | -4.8% |
| 1Y | +11.0% | +34.7% | -23.6% | -0.6% |
| 3Y | +17.7% | +15.3% | +2.4% | +5.4% |
| 5Y | -25.7% | -39.3% | +13.5% | -17.7% |
| All | +129.5% | +2.4% | +127.0% | +79.0% |
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