-25.3%
SWK vs ESI
+28.5%
-53.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.4% |
| 7D | +11.0% | -8.5% | +19.6% | +15.9% |
| 30D | +30.1% | -15.7% | +45.7% | +41.1% |
| 3M | +14.7% | -18.2% | +32.9% | +25.7% |
| 6M | +44.5% | -28.8% | +73.3% | +68.7% |
| YTD | +59.4% | +26.3% | +33.1% | +23.5% |
| 1Y | +77.5% | +18.2% | +59.3% | +43.6% |
| 3Y | +49.5% | +68.1% | -18.6% | -8.9% |
| All | -25.3% | +28.5% | -53.7% | -48.2% |
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