+152.5%
EXC vs SWK
+2.4%
+150.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -3.7% | -5.7% | +2.0% | -2.5% |
| 3M | -1.3% | +24.1% | -25.4% | -6.4% |
| 6M | -9.7% | +24.7% | -34.4% | -14.9% |
| YTD | +2.9% | +33.9% | -31.1% | -5.0% |
| 1Y | +4.4% | +34.7% | -30.3% | -4.3% |
| 3Y | +22.2% | +15.3% | +6.9% | +12.3% |
| 5Y | +46.7% | -39.3% | +86.0% | +61.0% |
| All | +152.5% | +2.4% | +150.1% | +124.5% |
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