+231.1%
EW vs SWK
+30.0%
+201.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.0% | +2.2% |
| 7D | +6.8% | +11.3% | -4.5% | +3.3% |
| 30D | +16.6% | +28.1% | -11.5% | +8.2% |
| 3M | +13.3% | +12.6% | +0.7% | +9.1% |
| 6M | +21.6% | +51.7% | -30.1% | +6.7% |
| YTD | +18.3% | +60.0% | -41.7% | +1.1% |
| 1Y | +21.7% | +72.7% | -51.0% | +1.4% |
| 3Y | +50.3% | +46.3% | +4.0% | +25.0% |
| 5Y | -15.0% | -24.6% | +9.6% | -12.1% |
| All | +231.1% | +30.0% | +201.1% | +148.5% |
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