+972.5%
SWK vs EL
+1,750.9%
-778.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -1.1% |
| 7D | +11.3% | -1.1% | +12.3% | +11.8% |
| 30D | +28.1% | +15.3% | +12.8% | +21.4% |
| 3M | +12.6% | +24.2% | -11.6% | +3.0% |
| 6M | +51.7% | +30.9% | +20.8% | +35.3% |
| YTD | +60.0% | +3.9% | +56.1% | +52.4% |
| 1Y | +72.7% | +19.9% | +52.8% | +55.5% |
| 3Y | +46.3% | +2.5% | +43.8% | +31.4% |
| 5Y | -24.6% | -66.7% | +42.1% | +0.7% |
| 10Y | +32.2% | +54.9% | -22.6% | +1.3% |
| All | +972.5% | +1,750.9% | -778.4% | +325.1% |
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