-36.7%
SWK vs EFV
+96.9%
-133.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | -0.4% | +1.5% | -1.9% | -2.3% |
| 30D | -5.7% | +1.7% | -7.5% | -7.7% |
| 3M | +24.1% | +8.6% | +15.4% | +12.2% |
| 6M | +24.7% | +11.7% | +13.0% | +9.2% |
| YTD | +33.9% | +19.3% | +14.7% | +8.0% |
| 1Y | +34.7% | +30.2% | +4.5% | -2.0% |
| 3Y | +15.3% | +91.6% | -76.3% | -45.8% |
| All | -36.7% | +96.9% | -133.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling