+22.2%
SWK vs ESI
+318.1%
-295.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.4% | +5.5% | -6.9% | -4.4% |
| 30D | +25.5% | -7.8% | +33.2% | +29.3% |
| 3M | +11.8% | -15.0% | +26.8% | +19.9% |
| 6M | +48.7% | -24.9% | +73.6% | +68.1% |
| YTD | +57.2% | +33.2% | +24.0% | +22.7% |
| 1Y | +75.3% | +24.9% | +50.3% | +42.2% |
| 3Y | +51.9% | +77.8% | -25.8% | -2.1% |
| 5Y | -30.7% | +37.1% | -67.9% | -49.1% |
| All | +22.2% | +318.1% | -295.9% | -52.6% |
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