+28.7%
SWK vs EAT
+378.4%
-349.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | +11.0% | -2.6% | +13.7% | +12.0% |
| 30D | +30.1% | +11.5% | +18.6% | +25.8% |
| 3M | +14.7% | -9.1% | +23.8% | +16.8% |
| 6M | +44.5% | +40.4% | +4.1% | +29.2% |
| YTD | +59.4% | +43.9% | +15.4% | +39.8% |
| 1Y | +77.5% | +101.9% | -24.4% | +40.5% |
| 3Y | +49.5% | +489.9% | -440.4% | -17.7% |
| 5Y | -24.9% | +362.6% | -387.5% | -58.0% |
| All | +28.7% | +378.4% | -349.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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