+85.2%
SWK vs ESI
+27.8%
+57.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -4.6% | +17.8% | +14.4% |
| 7D | +17.9% | -6.6% | +24.5% | +20.0% |
| 30D | +31.9% | -10.9% | +42.9% | +36.1% |
| 3M | +16.6% | -13.8% | +30.4% | +21.3% |
| 6M | +61.1% | -21.5% | +82.7% | +71.5% |
| YTD | +64.2% | +34.7% | +29.5% | +28.6% |
| 1Y | +85.2% | +24.9% | +60.3% | +52.4% |
| All | +85.2% | +27.8% | +57.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling