+462.7%
EWT vs SWK
+21.9%
+440.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +3.2% | -2.3% | +5.5% | +4.0% |
| 30D | -12.3% | +30.4% | -42.7% | -19.3% |
| 3M | -3.6% | +12.1% | -15.7% | -7.3% |
| 6M | +3.1% | +49.1% | -45.9% | -8.9% |
| YTD | +57.7% | +60.4% | -2.7% | +35.5% |
| 1Y | +60.3% | +78.3% | -18.1% | +33.3% |
| 3Y | +163.4% | +53.3% | +110.1% | +121.0% |
| 5Y | +127.4% | -27.0% | +154.4% | +131.2% |
| 10Y | +462.7% | +20.8% | +441.9% | +349.5% |
| All | +462.7% | +21.9% | +440.8% | +349.5% |
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