-36.7%
SWK vs EL
-67.1%
+30.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -5.7% | +19.8% | -25.6% | -11.9% |
| 3M | +24.1% | +25.7% | -1.6% | +14.0% |
| 6M | +24.7% | +5.4% | +19.3% | +20.5% |
| YTD | +33.9% | +0.2% | +33.7% | +30.0% |
| 1Y | +34.7% | +20.4% | +14.2% | +21.4% |
| 3Y | +15.3% | -32.1% | +47.4% | +17.8% |
| All | -36.7% | -67.1% | +30.5% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling