+497.7%
EWT vs SWK
+2.4%
+495.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | +10.3% | -5.7% | +16.0% | +12.2% |
| 3M | +6.1% | +24.1% | -18.0% | -0.7% |
| 6M | +56.6% | +24.7% | +31.9% | +46.0% |
| YTD | +76.6% | +33.9% | +42.6% | +60.7% |
| 1Y | +97.9% | +34.7% | +63.2% | +79.0% |
| 3Y | +198.0% | +15.3% | +182.7% | +172.6% |
| 5Y | +151.8% | -39.3% | +191.0% | +171.1% |
| All | +497.7% | +2.4% | +495.3% | +411.4% |
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