+855.0%
EXPE vs SWK
+236.1%
+618.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -9.5% | -0.4% | -9.1% | -9.3% |
| 30D | -6.6% | -5.7% | -0.9% | -3.6% |
| 3M | +31.4% | +24.1% | +7.3% | +15.6% |
| 6M | +35.2% | +24.7% | +10.5% | +16.9% |
| YTD | +5.8% | +33.9% | -28.1% | -12.7% |
| 1Y | +38.7% | +34.7% | +4.0% | +13.2% |
| 3Y | +175.8% | +15.3% | +160.5% | +132.3% |
| 5Y | +111.8% | -39.3% | +151.1% | +147.4% |
| 10Y | +179.7% | +2.5% | +177.2% | +120.2% |
| All | +855.0% | +236.1% | +618.9% | +193.1% |
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