+178.5%
EXE vs SWK
-33.4%
+211.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | -0.3% | -0.4% | +0.2% | -0.2% |
| 30D | +8.5% | -5.7% | +14.2% | +9.3% |
| 3M | +5.5% | +24.1% | -18.6% | +1.8% |
| 6M | -5.9% | +24.7% | -30.6% | -9.6% |
| YTD | -9.7% | +33.9% | -43.7% | -14.6% |
| 1Y | +3.6% | +34.7% | -31.1% | -2.5% |
| 3Y | +18.0% | +15.3% | +2.8% | +11.7% |
| 5Y | +109.4% | -39.3% | +148.7% | +130.7% |
| All | +178.5% | -33.4% | +211.9% | +199.1% |
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