+20.8%
SWK vs EXEL
+354.7%
-333.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.3% | -2.8% | +0.5% | -1.8% |
| 30D | +30.4% | +18.2% | +12.2% | +26.4% |
| 3M | +12.1% | +37.7% | -25.6% | +5.5% |
| 6M | +49.1% | +42.2% | +6.8% | +39.1% |
| YTD | +60.4% | +61.3% | -0.9% | +45.8% |
| 1Y | +78.3% | +64.5% | +13.8% | +61.4% |
| 3Y | +53.3% | +236.7% | -183.4% | +19.5% |
| 5Y | -27.0% | +296.3% | -323.3% | -45.7% |
| 10Y | +20.8% | +331.1% | -310.3% | -13.6% |
| All | +20.8% | +354.7% | -333.8% | -13.6% |
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