+28.7%
SWK vs EXEL
+461.0%
-432.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +11.0% | +0.3% | +10.8% | +11.0% |
| 30D | +30.1% | +19.0% | +11.0% | +25.9% |
| 3M | +14.7% | +33.3% | -18.6% | +8.5% |
| 6M | +44.5% | +42.9% | +1.6% | +34.8% |
| YTD | +59.4% | +58.7% | +0.7% | +45.4% |
| 1Y | +77.5% | +70.5% | +7.0% | +59.7% |
| 3Y | +49.5% | +233.8% | -184.4% | +16.9% |
| 5Y | -24.9% | +259.3% | -284.2% | -43.0% |
| All | +28.7% | +461.0% | -432.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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