+144.2%
IEFA vs SWK
+0.7%
+143.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | -0.6% | -8.9% | +8.3% | +2.1% |
| 3M | +6.2% | +20.5% | -14.3% | +0.1% |
| 6M | +11.2% | +27.1% | -15.9% | +2.7% |
| YTD | +14.2% | +30.2% | -16.0% | +4.4% |
| 1Y | +20.0% | +24.8% | -4.7% | +10.6% |
| 3Y | +68.8% | +16.3% | +52.5% | +52.9% |
| 5Y | +52.7% | -40.1% | +92.8% | +66.7% |
| 10Y | +144.2% | +0.8% | +143.4% | +110.2% |
| All | +144.2% | +0.7% | +143.6% | +110.2% |
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