-24.6%
SWK vs ES
+5.0%
-29.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.5% |
| 7D | +11.3% | +5.9% | +5.3% | +8.6% |
| 30D | +28.1% | +10.2% | +17.9% | +22.9% |
| 3M | +12.6% | +0.4% | +12.2% | +12.3% |
| 6M | +51.7% | +6.9% | +44.8% | +46.9% |
| YTD | +60.0% | +10.5% | +49.4% | +52.2% |
| 1Y | +72.7% | +3.2% | +69.5% | +68.3% |
| 3Y | +46.3% | +49.0% | -2.7% | +18.5% |
| 5Y | -24.6% | +4.5% | -29.1% | -30.6% |
| All | -24.6% | +5.0% | -29.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling