+22.4%
SWK vs EFV
+159.5%
-137.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +11.3% | +2.1% | +9.2% | +8.6% |
| 30D | +31.5% | +3.1% | +28.4% | +26.8% |
| 3M | +14.4% | -1.3% | +15.7% | +16.7% |
| 6M | +46.4% | +6.0% | +40.4% | +36.2% |
| YTD | +61.6% | +15.8% | +45.7% | +33.7% |
| 1Y | +78.7% | +21.1% | +57.6% | +39.7% |
| 3Y | +54.4% | +91.0% | -36.6% | -32.7% |
| 5Y | -25.3% | +94.3% | -119.6% | -68.2% |
| 10Y | +22.4% | +160.4% | -138.0% | -61.7% |
| All | +22.4% | +159.5% | -137.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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