+455.5%
AXP vs SWK
+30.0%
+425.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.0% |
| 7D | +0.4% | +11.3% | -10.9% | -5.2% |
| 30D | +7.0% | +28.1% | -21.1% | -5.8% |
| 3M | -6.6% | +12.6% | -19.2% | -12.7% |
| 6M | +3.5% | +51.7% | -48.3% | -17.5% |
| YTD | -11.2% | +60.0% | -71.1% | -32.0% |
| 1Y | -10.2% | +72.7% | -82.8% | -34.0% |
| 3Y | +120.0% | +46.3% | +73.7% | +64.6% |
| 5Y | +95.6% | -24.6% | +120.2% | +106.5% |
| All | +455.5% | +30.0% | +425.5% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling