+20.8%
SWK vs ESI
+323.9%
-303.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.9% |
| 7D | -2.3% | +1.8% | -4.1% | -3.6% |
| 30D | +30.4% | -6.6% | +37.0% | +33.4% |
| 3M | +12.1% | -9.4% | +21.5% | +15.9% |
| 6M | +49.1% | -24.1% | +73.2% | +67.7% |
| YTD | +60.4% | +37.1% | +23.3% | +23.3% |
| 1Y | +78.3% | +24.5% | +53.8% | +45.1% |
| 3Y | +53.3% | +83.2% | -29.8% | -2.9% |
| 5Y | -27.0% | +44.0% | -70.9% | -47.7% |
| 10Y | +20.8% | +332.8% | -312.0% | -53.9% |
| All | +20.8% | +323.9% | -303.0% | -53.9% |
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