+142.7%
EXE vs SWK
-20.5%
+163.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.9% |
| 7D | -5.6% | +11.3% | -16.9% | -7.1% |
| 30D | -3.3% | +28.1% | -31.4% | -6.7% |
| 3M | -5.5% | +12.6% | -18.1% | -7.2% |
| 6M | -13.4% | +51.7% | -65.1% | -19.1% |
| YTD | -21.3% | +60.0% | -81.3% | -27.6% |
| 1Y | -20.7% | +72.7% | -93.4% | -28.1% |
| 3Y | +3.9% | +46.3% | -42.4% | -5.8% |
| 5Y | +63.7% | -24.6% | +88.3% | +72.8% |
| All | +142.7% | -20.5% | +163.2% | +153.8% |
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 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