+118.5%
EXPE vs SWK
+32.9%
+85.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -1.5% |
| 7D | -13.3% | +10.7% | -24.0% | -17.6% |
| 30D | -5.5% | +33.3% | -38.8% | -18.4% |
| 3M | -16.5% | +14.7% | -31.1% | -22.2% |
| 6M | +13.1% | +48.5% | -35.4% | -8.5% |
| YTD | -8.0% | +63.9% | -71.9% | -30.6% |
| 1Y | +1.1% | +80.4% | -79.3% | -27.6% |
| 3Y | +131.2% | +58.1% | +73.0% | +66.9% |
| 5Y | +39.8% | -24.5% | +64.3% | +47.1% |
| 10Y | +118.5% | +29.5% | +89.0% | +62.7% |
| All | +118.5% | +32.9% | +85.6% | +62.7% |
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