+126.5%
EXPE vs SWK
+30.0%
+96.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.6% | -11.2% | -12.4% |
| 7D | -3.6% | +11.3% | -14.9% | -8.6% |
| 30D | +4.8% | +28.1% | -23.3% | -7.6% |
| 3M | -14.6% | +12.6% | -27.2% | -19.6% |
| 6M | +10.0% | +51.7% | -41.7% | -12.1% |
| YTD | -3.3% | +60.0% | -63.2% | -26.1% |
| 1Y | +28.4% | +72.7% | -44.3% | -5.9% |
| 3Y | +145.1% | +46.3% | +98.8% | +84.8% |
| 5Y | +51.6% | -24.6% | +76.3% | +59.5% |
| All | +126.5% | +30.0% | +96.5% | +72.0% |
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