+49.5%
SWK vs ESTC
+18.0%
+31.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +11.0% | -11.5% | +22.5% | +12.5% |
| 30D | +30.1% | -7.5% | +37.6% | +30.9% |
| 3M | +14.7% | +23.1% | -8.4% | +10.8% |
| 6M | +44.5% | +75.3% | -30.8% | +32.4% |
| YTD | +59.4% | +14.1% | +45.3% | +54.6% |
| 1Y | +77.5% | -0.6% | +78.1% | +75.4% |
| 3Y | +49.5% | +20.8% | +28.6% | +41.0% |
| All | +49.5% | +18.0% | +31.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling