+34.7%
SWK vs ESTC
+7.3%
+27.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.9% |
| 7D | -0.4% | -8.1% | +7.7% | -0.5% |
| 30D | -5.7% | +31.7% | -37.4% | -5.7% |
| 3M | +24.1% | +41.1% | -17.0% | +24.4% |
| 6M | +24.7% | +77.1% | -52.4% | +25.3% |
| YTD | +33.9% | +21.7% | +12.2% | +34.0% |
| 1Y | +34.7% | +8.4% | +26.3% | +34.0% |
| All | +34.7% | +7.3% | +27.4% | +34.0% |
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