+22.2%
SWK vs EFV
+163.3%
-141.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.3% |
| 7D | -1.4% | +2.5% | -3.9% | -4.6% |
| 30D | +25.5% | +2.9% | +22.5% | +21.2% |
| 3M | +11.8% | -1.4% | +13.2% | +14.2% |
| 6M | +48.7% | +5.5% | +43.2% | +39.2% |
| YTD | +57.2% | +16.1% | +41.1% | +29.7% |
| 1Y | +75.3% | +20.3% | +55.0% | +38.2% |
| 3Y | +51.9% | +90.4% | -38.5% | -33.5% |
| 5Y | -30.7% | +93.5% | -124.2% | -70.4% |
| All | +22.2% | +163.3% | -141.2% | -61.5% |
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