+20.8%
SWK vs EL
+63.7%
-42.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -2.3% | +0.3% | -2.5% | -2.4% |
| 30D | +30.4% | +12.3% | +18.1% | +24.0% |
| 3M | +12.1% | +28.4% | -16.3% | -0.4% |
| 6M | +49.1% | +36.7% | +12.3% | +27.8% |
| YTD | +60.4% | +8.4% | +52.1% | +48.5% |
| 1Y | +78.3% | +25.4% | +52.9% | +53.9% |
| 3Y | +53.3% | +3.4% | +49.9% | +31.8% |
| 5Y | -27.0% | -64.8% | +37.8% | +8.7% |
| 10Y | +20.8% | +63.0% | -42.1% | -10.5% |
| All | +20.8% | +63.7% | -42.8% | -10.5% |
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