+3.3%
SWK vs ES
+84.4%
-81.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -5.7% | -2.0% | -3.8% | -4.9% |
| 3M | +24.1% | +1.7% | +22.4% | +22.8% |
| 6M | +24.7% | -3.5% | +28.2% | +26.3% |
| YTD | +33.9% | +7.9% | +26.0% | +28.3% |
| 1Y | +34.7% | +17.2% | +17.5% | +22.6% |
| 3Y | +15.3% | +29.3% | -14.0% | -1.7% |
| 5Y | -39.3% | -5.7% | -33.5% | -40.3% |
| All | +3.3% | +84.4% | -81.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling