+43.6%
EWZ vs SWK
+29.6%
+14.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | +11.0% | -12.5% | -5.4% |
| 30D | -24.5% | +30.1% | -54.6% | -31.7% |
| 3M | -10.7% | +14.7% | -25.4% | -15.7% |
| 6M | -19.1% | +44.5% | -63.6% | -30.3% |
| YTD | +1.6% | +59.4% | -57.8% | -16.4% |
| 1Y | +4.3% | +77.5% | -73.2% | -17.9% |
| 3Y | +19.0% | +49.5% | -30.5% | -5.9% |
| 5Y | +57.7% | -24.9% | +82.6% | +66.1% |
| All | +43.6% | +29.6% | +14.0% | +27.0% |
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