+1.1%
EXC vs SWK
+55.1%
-54.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | +0.4% |
| 7D | +3.3% | +17.9% | -14.6% | +1.7% |
| 30D | +13.3% | +31.9% | -18.7% | +11.0% |
| 3M | +1.8% | +16.6% | -14.7% | 0.0% |
| 6M | +1.1% | +61.1% | -60.0% | -0.3% |
| All | +1.1% | +55.1% | -54.0% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling