-25.3%
SWK vs EL
-64.5%
+39.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +11.3% | +7.6% | +3.7% | +8.7% |
| 30D | +31.5% | +15.7% | +15.8% | +25.0% |
| 3M | +14.4% | +30.5% | -16.1% | +3.6% |
| 6M | +46.4% | +32.5% | +13.9% | +31.3% |
| YTD | +61.6% | +9.4% | +52.1% | +51.8% |
| 1Y | +78.7% | +28.4% | +50.4% | +58.1% |
| 3Y | +54.4% | +4.4% | +49.9% | +34.4% |
| 5Y | -25.3% | -64.5% | +39.2% | -1.6% |
| All | -25.3% | -64.5% | +39.2% | -1.6% |
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