+235.5%
EW vs SWK
+29.6%
+205.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | +11.0% | 0.0% | +7.5% |
| 30D | +19.1% | +30.1% | -11.0% | +10.0% |
| 3M | +14.4% | +14.7% | -0.3% | +9.5% |
| 6M | +22.8% | +44.5% | -21.7% | +9.3% |
| YTD | +19.8% | +59.4% | -39.6% | +2.5% |
| 1Y | +23.9% | +77.5% | -53.6% | +2.4% |
| 3Y | +52.2% | +49.5% | +2.8% | +25.6% |
| 5Y | -13.9% | -24.9% | +11.0% | -10.8% |
| All | +235.5% | +29.6% | +205.9% | +152.0% |
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