+42.6%
EWZ vs SWK
+30.0%
+12.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.6% |
| 7D | -4.2% | +11.3% | -15.4% | -8.1% |
| 30D | -26.1% | +28.1% | -54.2% | -32.8% |
| 3M | -12.0% | +12.6% | -24.6% | -16.4% |
| 6M | -19.3% | +51.7% | -71.0% | -31.8% |
| YTD | +0.9% | +60.0% | -59.0% | -17.1% |
| 1Y | +3.4% | +72.7% | -69.3% | -17.8% |
| 3Y | +18.6% | +46.3% | -27.7% | -5.3% |
| 5Y | +56.6% | -24.6% | +81.2% | +64.8% |
| All | +42.6% | +30.0% | +12.5% | +25.9% |
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