+49.5%
SWK vs EFV
+84.2%
-34.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +1.7% |
| 7D | +11.0% | -0.7% | +11.7% | +12.5% |
| 30D | +30.1% | +0.9% | +29.2% | +29.0% |
| 3M | +14.7% | -3.6% | +18.2% | +20.9% |
| 6M | +44.5% | +2.5% | +42.0% | +40.0% |
| YTD | +59.4% | +13.2% | +46.2% | +33.6% |
| 1Y | +77.5% | +20.3% | +57.2% | +36.2% |
| 3Y | +49.5% | +84.9% | -35.5% | -39.2% |
| All | +49.5% | +84.2% | -34.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling