+1,240.6%
SWK vs EAT
+11,644.8%
-10,404.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.4% | 0.0% | -0.5% | -0.5% |
| 30D | -5.7% | +1.9% | -7.6% | -6.5% |
| 3M | +24.1% | +68.7% | -44.6% | +8.2% |
| 6M | +24.7% | +66.9% | -42.2% | +7.9% |
| YTD | +33.9% | +60.4% | -26.5% | +16.7% |
| 1Y | +34.7% | +44.0% | -9.3% | +19.7% |
| 3Y | +15.3% | +604.7% | -589.4% | -33.8% |
| 5Y | -39.3% | +347.0% | -386.3% | -62.8% |
| 10Y | +2.5% | +390.8% | -388.3% | -48.2% |
| All | +1,240.6% | +11,644.8% | -10,404.2% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling