+148.9%
EWT vs SWK
+54.4%
+94.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -3.7% | +11.3% | -15.0% | -6.7% |
| 30D | -17.2% | +31.5% | -48.6% | -23.8% |
| 3M | -7.3% | +14.4% | -21.8% | -11.2% |
| 6M | -1.5% | +46.4% | -47.9% | -12.5% |
| YTD | +49.0% | +61.6% | -12.6% | +27.9% |
| 1Y | +50.6% | +78.7% | -28.1% | +25.5% |
| 3Y | +148.9% | +54.4% | +94.5% | +108.1% |
| All | +148.9% | +54.4% | +94.5% | +108.1% |
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