-14.2%
SWK vs ESTC
+31.2%
-45.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.8% |
| 7D | -0.4% | -8.1% | +7.7% | +1.1% |
| 30D | -5.7% | +31.7% | -37.4% | -11.6% |
| 3M | +24.1% | +41.1% | -17.0% | +14.3% |
| 6M | +24.7% | +77.1% | -52.4% | +8.3% |
| YTD | +33.9% | +21.7% | +12.2% | +25.2% |
| 1Y | +34.7% | +8.4% | +26.3% | +27.8% |
| 3Y | +15.3% | +23.6% | -8.3% | -0.6% |
| 5Y | -39.3% | -46.5% | +7.2% | -40.8% |
| All | -14.2% | +31.2% | -45.3% | -47.7% |
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