+52.2%
EW vs SWK
+46.0%
+6.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | +11.0% | 0.0% | +9.3% |
| 30D | +19.1% | +30.1% | -11.0% | +14.9% |
| 3M | +14.4% | +14.7% | -0.3% | +12.1% |
| 6M | +22.8% | +44.5% | -21.7% | +16.7% |
| YTD | +19.8% | +59.4% | -39.6% | +12.0% |
| 1Y | +23.9% | +77.5% | -53.6% | +14.2% |
| 3Y | +52.2% | +49.5% | +2.8% | +39.0% |
| All | +52.2% | +46.0% | +6.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling