+144.5%
EXE vs SWK
-18.6%
+163.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.2% |
| 7D | -3.9% | +10.7% | -14.6% | -5.3% |
| 30D | -2.6% | +33.3% | -35.9% | -6.6% |
| 3M | -6.9% | +14.7% | -21.5% | -8.8% |
| 6M | -9.3% | +48.5% | -57.8% | -14.9% |
| YTD | -20.7% | +63.9% | -84.6% | -27.3% |
| 1Y | -21.8% | +80.4% | -102.2% | -29.6% |
| 3Y | +16.2% | +58.1% | -41.9% | +3.4% |
| 5Y | +61.1% | -24.5% | +85.6% | +71.4% |
| All | +144.5% | -18.6% | +163.1% | +154.8% |
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