+798.0%
SWK vs EL
+1,685.7%
-887.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -5.7% | +19.8% | -25.6% | -12.5% |
| 3M | +24.1% | +25.7% | -1.6% | +13.1% |
| 6M | +24.7% | +5.4% | +19.3% | +19.9% |
| YTD | +33.9% | +0.2% | +33.7% | +29.5% |
| 1Y | +34.7% | +20.4% | +14.2% | +20.7% |
| 3Y | +15.3% | -32.1% | +47.4% | +19.9% |
| 5Y | -39.3% | -67.2% | +27.9% | -18.5% |
| 10Y | +2.5% | +31.7% | -29.3% | -16.9% |
| All | +798.0% | +1,685.7% | -887.7% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling