+21.9%
SWK vs EL
+60.4%
-38.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.5% |
| 7D | -2.0% | +2.7% | -4.6% | -3.1% |
| 30D | +24.6% | +10.8% | +13.8% | +19.1% |
| 3M | +10.8% | +26.5% | -15.7% | -1.0% |
| 6M | +46.1% | +31.1% | +14.9% | +27.7% |
| YTD | +56.8% | +6.6% | +50.2% | +46.2% |
| 1Y | +72.7% | +21.8% | +50.9% | +51.1% |
| 3Y | +49.9% | +1.8% | +48.1% | +29.8% |
| 5Y | -30.9% | -65.6% | +34.7% | +4.0% |
| All | +21.9% | +60.4% | -38.5% | -7.8% |
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