+16.3%
SWK vs ESTC
+11.7%
+4.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.4% |
| 7D | +0.1% | -4.3% | +4.4% | +0.6% |
| 30D | -8.9% | +17.7% | -26.6% | -11.2% |
| 3M | +20.5% | +42.3% | -21.8% | +14.3% |
| 6M | +27.1% | +64.6% | -37.5% | +17.5% |
| YTD | +30.2% | +17.2% | +13.0% | +26.2% |
| 1Y | +24.8% | -4.2% | +29.0% | +24.4% |
| 3Y | +16.3% | +13.5% | +2.8% | +9.0% |
| All | +16.3% | +11.7% | +4.6% | +9.0% |
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