+29.5%
SWK vs EFV
+165.2%
-135.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | -0.8% |
| 7D | +10.7% | +1.7% | +8.9% | +8.5% |
| 30D | +33.3% | +3.4% | +29.9% | +28.0% |
| 3M | +14.7% | -1.7% | +16.3% | +17.5% |
| 6M | +48.5% | +6.4% | +42.1% | +37.5% |
| YTD | +63.9% | +16.3% | +47.6% | +34.9% |
| 1Y | +80.4% | +22.9% | +57.5% | +38.2% |
| 3Y | +58.1% | +92.8% | -34.7% | -32.0% |
| 5Y | -24.5% | +93.5% | -118.0% | -67.7% |
| 10Y | +29.5% | +162.1% | -132.6% | -59.8% |
| All | +29.5% | +165.2% | -135.7% | -59.8% |
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