+140.6%
EXE vs SWK
-20.8%
+161.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.6% | +11.0% | -17.6% | -8.0% |
| 30D | -4.0% | +30.1% | -34.0% | -7.6% |
| 3M | -7.5% | +14.7% | -22.1% | -9.4% |
| 6M | -11.7% | +44.5% | -56.2% | -16.8% |
| YTD | -22.0% | +59.4% | -81.4% | -28.2% |
| 1Y | -21.8% | +77.5% | -99.3% | -29.5% |
| 3Y | +8.0% | +49.5% | -41.4% | -2.8% |
| 5Y | +62.3% | -24.9% | +87.2% | +71.4% |
| All | +140.6% | -20.8% | +161.4% | +151.7% |
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