+22.2%
SWK vs EL
+62.2%
-40.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -1.4% | +1.5% | -2.9% | -2.0% |
| 30D | +25.5% | +10.0% | +15.5% | +20.4% |
| 3M | +11.8% | +28.4% | -16.6% | -0.7% |
| 6M | +48.7% | +37.1% | +11.6% | +27.4% |
| YTD | +57.2% | +7.8% | +49.4% | +45.9% |
| 1Y | +75.3% | +26.0% | +49.2% | +50.9% |
| 3Y | +51.9% | +3.8% | +48.1% | +30.3% |
| 5Y | -30.7% | -65.2% | +34.4% | +3.7% |
| All | +22.2% | +62.2% | -40.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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