+177.5%
EXC vs SWK
+30.0%
+147.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +1.4% | +11.3% | -9.9% | -1.2% |
| 30D | +11.6% | +28.1% | -16.5% | +5.5% |
| 3M | +2.7% | +12.6% | -9.9% | -0.3% |
| 6M | +2.7% | +51.7% | -49.0% | -7.2% |
| YTD | +9.7% | +60.0% | -50.3% | -2.8% |
| 1Y | +4.5% | +72.7% | -68.1% | -9.3% |
| 3Y | +28.5% | +46.3% | -17.8% | +11.5% |
| 5Y | +43.9% | -24.6% | +68.6% | +49.6% |
| All | +177.5% | +30.0% | +147.5% | +161.3% |
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