+3.3%
SWK vs ESI
+316.2%
-312.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.8% |
| 7D | -0.4% | +3.3% | -3.8% | -2.3% |
| 30D | -5.7% | -5.9% | +0.1% | -2.8% |
| 3M | +24.1% | -14.1% | +38.2% | +32.6% |
| 6M | +24.7% | +6.6% | +18.1% | +15.5% |
| YTD | +33.9% | +45.0% | -11.1% | +2.5% |
| 1Y | +34.7% | +41.5% | -6.8% | +4.4% |
| 3Y | +15.3% | +78.8% | -63.5% | -23.4% |
| 5Y | -39.3% | +70.9% | -110.2% | -59.3% |
| All | +3.3% | +316.2% | -312.9% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling