+127.7%
EXPE vs SWK
+18.1%
+109.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | -1.4% | +0.9% | +0.2% |
| 30D | -6.1% | +25.5% | -31.5% | -16.4% |
| 3M | -21.3% | +11.8% | -33.1% | -25.7% |
| 6M | +19.0% | +48.7% | -29.7% | -3.8% |
| YTD | -8.4% | +57.2% | -65.6% | -29.4% |
| 1Y | -2.8% | +75.3% | -78.1% | -29.4% |
| 3Y | +120.8% | +51.9% | +68.8% | +62.6% |
| 5Y | +46.2% | -30.7% | +76.9% | +61.7% |
| All | +127.7% | +18.1% | +109.6% | +71.1% |
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 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