+1,543.5%
SWK vs ES
+1,247.8%
+295.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.1% | +11.0% | +12.3% |
| 7D | +17.9% | +5.3% | +12.6% | +15.8% |
| 30D | +31.9% | +8.9% | +23.0% | +28.0% |
| 3M | +16.6% | -1.9% | +18.5% | +17.4% |
| 6M | +61.1% | +3.9% | +57.2% | +58.5% |
| YTD | +64.2% | +8.3% | +55.9% | +58.9% |
| 1Y | +85.2% | -0.1% | +85.4% | +83.8% |
| 3Y | +50.2% | +46.0% | +4.2% | +28.7% |
| 5Y | -22.8% | +3.1% | -25.9% | -25.8% |
| 10Y | +35.8% | +88.4% | -52.7% | +5.8% |
| All | +1,543.5% | +1,247.8% | +295.7% | +610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling