-36.7%
SWK vs ESI
+72.3%
-109.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.8% |
| 7D | -0.4% | +3.3% | -3.8% | -2.4% |
| 30D | -5.7% | -5.9% | +0.1% | -2.7% |
| 3M | +24.1% | -14.1% | +38.2% | +32.9% |
| 6M | +24.7% | +6.6% | +18.1% | +14.1% |
| YTD | +33.9% | +45.0% | -11.1% | -1.4% |
| 1Y | +34.7% | +41.5% | -6.8% | +0.4% |
| 3Y | +15.3% | +78.8% | -63.5% | -29.1% |
| All | -36.7% | +72.3% | -109.0% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling