+28.7%
SWK vs EL
+56.3%
-27.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | +11.0% | +0.8% | +10.3% | +10.7% |
| 30D | +30.1% | +16.5% | +13.5% | +21.6% |
| 3M | +14.7% | +29.2% | -14.5% | +1.6% |
| 6M | +44.5% | +27.9% | +16.6% | +27.7% |
| YTD | +59.4% | +6.2% | +53.2% | +48.9% |
| 1Y | +77.5% | +27.2% | +50.4% | +52.1% |
| 3Y | +49.5% | +3.2% | +46.2% | +28.4% |
| 5Y | -24.9% | -66.0% | +41.1% | +13.6% |
| All | +28.7% | +56.3% | -27.5% | +1.1% |
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