+39.7%
EXC vs SWK
-26.0%
+65.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | +8.3% | +30.4% | -22.1% | +5.8% |
| 3M | +2.6% | +12.1% | -9.5% | +1.5% |
| 6M | +5.2% | +49.1% | -43.9% | +1.5% |
| YTD | +7.5% | +60.4% | -52.9% | +2.7% |
| 1Y | +3.2% | +78.3% | -75.2% | -2.5% |
| 3Y | +29.5% | +53.3% | -23.8% | +22.8% |
| 5Y | +39.7% | -27.0% | +66.6% | +41.4% |
| All | +39.7% | -26.0% | +65.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling