+72.7%
SWK vs ESTC
-4.6%
+77.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -2.5% |
| 7D | +11.3% | -18.5% | +29.7% | +11.4% |
| 30D | +28.1% | -11.0% | +39.1% | +28.1% |
| 3M | +12.6% | +20.8% | -8.2% | +12.3% |
| 6M | +51.7% | +67.9% | -16.2% | +51.0% |
| YTD | +60.0% | +11.6% | +48.4% | +60.8% |
| 1Y | +72.7% | -3.3% | +75.9% | +69.8% |
| All | +72.7% | -4.6% | +77.2% | +69.8% |
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