+85.2%
SWK vs ESTC
+1.6%
+83.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.9% | +14.0% | +13.1% |
| 7D | +17.9% | -15.9% | +33.8% | +18.0% |
| 30D | +31.9% | -5.5% | +37.5% | +31.9% |
| 3M | +16.6% | +26.2% | -9.6% | +16.4% |
| 6M | +61.1% | +77.0% | -15.9% | +60.7% |
| YTD | +64.2% | +18.9% | +45.3% | +65.0% |
| 1Y | +85.2% | +1.3% | +83.9% | +81.2% |
| All | +85.2% | +1.6% | +83.7% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling