+912.2%
EXPE vs SWK
+312.0%
+600.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +13.1% | -2.6% | +3.2% |
| 7D | +14.6% | +17.9% | -3.2% | +4.6% |
| 30D | +21.4% | +31.9% | -10.5% | +4.1% |
| 3M | +1.4% | +16.6% | -15.2% | -7.0% |
| 6M | +28.6% | +61.1% | -32.5% | -2.6% |
| YTD | +12.1% | +64.2% | -52.1% | -17.5% |
| 1Y | +50.0% | +85.2% | -35.2% | +3.0% |
| 3Y | +184.1% | +50.2% | +134.0% | +106.3% |
| 5Y | +103.3% | -22.8% | +126.1% | +108.5% |
| 10Y | +165.3% | +35.8% | +129.5% | +77.9% |
| All | +912.2% | +312.0% | +600.1% | +177.1% |
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