+329.9%
SWK vs EFV
+248.4%
+81.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | -1.0% | -1.3% | -1.3% |
| 30D | +30.4% | +3.1% | +27.3% | +27.0% |
| 3M | +12.1% | -1.2% | +13.4% | +13.8% |
| 6M | +49.1% | +5.6% | +43.4% | +42.0% |
| YTD | +60.4% | +15.8% | +44.6% | +39.9% |
| 1Y | +78.3% | +20.0% | +58.3% | +50.5% |
| 3Y | +53.3% | +91.0% | -37.6% | -16.2% |
| 5Y | -27.0% | +93.7% | -120.6% | -60.3% |
| 10Y | +20.8% | +160.9% | -140.1% | -47.6% |
| All | +329.9% | +248.4% | +81.5% | +46.5% |
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 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