+2.5%
SWK vs ESTC
+20.3%
-17.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -1.4% |
| 7D | +11.3% | -18.5% | +29.7% | +15.6% |
| 30D | +28.1% | -11.0% | +39.1% | +30.6% |
| 3M | +12.6% | +20.8% | -8.2% | +6.9% |
| 6M | +51.7% | +67.9% | -16.2% | +33.4% |
| YTD | +60.0% | +11.6% | +48.4% | +51.4% |
| 1Y | +72.7% | -3.3% | +75.9% | +67.6% |
| 3Y | +46.3% | +16.4% | +29.9% | +27.3% |
| 5Y | -24.6% | -49.9% | +25.3% | -25.7% |
| All | +2.5% | +20.3% | -17.8% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling