+77.5%
SWK vs EL
+22.5%
+55.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | +11.0% | +0.8% | +10.3% | +10.8% |
| 30D | +30.1% | +16.5% | +13.5% | +25.0% |
| 3M | +14.7% | +29.2% | -14.5% | +7.2% |
| 6M | +44.5% | +27.9% | +16.6% | +35.2% |
| YTD | +59.4% | +6.2% | +53.2% | +47.5% |
| 1Y | +77.5% | +27.2% | +50.4% | +51.9% |
| All | +77.5% | +22.5% | +55.0% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling