+2,485.9%
EXC vs SWK
+1,585.9%
+900.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | -1.3% |
| 7D | +3.3% | +17.9% | -14.6% | -0.6% |
| 30D | +13.3% | +31.9% | -18.7% | +6.4% |
| 3M | +1.8% | +16.6% | -14.7% | -1.8% |
| 6M | +1.1% | +61.1% | -60.0% | -9.8% |
| YTD | +9.0% | +64.2% | -55.2% | -3.9% |
| 1Y | +3.4% | +85.2% | -81.9% | -11.5% |
| 3Y | +27.7% | +50.2% | -22.5% | +10.4% |
| 5Y | +43.1% | -22.8% | +65.9% | +40.9% |
| 10Y | +182.0% | +35.8% | +146.2% | +131.5% |
| All | +2,485.9% | +1,585.9% | +900.0% | +1,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling