+28.7%
SWK vs ES
+85.7%
-57.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.0% |
| 7D | +11.0% | +1.9% | +9.1% | +10.1% |
| 30D | +30.1% | +7.1% | +23.0% | +26.0% |
| 3M | +14.7% | -1.9% | +16.6% | +15.6% |
| 6M | +44.5% | +4.4% | +40.1% | +41.0% |
| YTD | +59.4% | +7.3% | +52.1% | +53.0% |
| 1Y | +77.5% | +2.1% | +75.4% | +73.4% |
| 3Y | +49.5% | +41.8% | +7.6% | +22.2% |
| 5Y | -24.9% | +1.4% | -26.3% | -28.8% |
| All | +28.7% | +85.7% | -57.0% | +12.4% |
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