+328.6%
SWK vs EFV
+245.4%
+83.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -0.7% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | +28.1% | +1.2% | +26.9% | +27.1% |
| 3M | +12.6% | -2.1% | +14.7% | +15.2% |
| 6M | +51.7% | +6.4% | +45.3% | +43.5% |
| YTD | +60.0% | +14.8% | +45.2% | +40.7% |
| 1Y | +72.7% | +22.4% | +50.3% | +42.9% |
| 3Y | +46.3% | +86.6% | -40.3% | -18.2% |
| 5Y | -24.6% | +90.4% | -115.0% | -58.4% |
| 10Y | +32.2% | +164.4% | -132.2% | -43.2% |
| All | +328.6% | +245.4% | +83.2% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling