+18.1%
EWZ vs SWK
+46.5%
-28.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.0% |
| 7D | -4.2% | +11.3% | -15.4% | -6.2% |
| 30D | -26.1% | +28.1% | -54.2% | -29.7% |
| 3M | -12.0% | +12.6% | -24.6% | -14.2% |
| 6M | -19.3% | +51.7% | -71.0% | -26.2% |
| YTD | +0.9% | +60.0% | -59.0% | -9.2% |
| 1Y | +3.4% | +72.7% | -69.3% | -8.4% |
| All | +18.1% | +46.5% | -28.4% | +2.6% |
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