+3.3%
SWK vs EXEL
+400.1%
-396.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.4% | +8.4% | -8.8% | -1.9% |
| 30D | -5.7% | +4.1% | -9.8% | -6.5% |
| 3M | +24.1% | +12.4% | +11.6% | +21.3% |
| 6M | +24.7% | +41.5% | -16.8% | +16.8% |
| YTD | +33.9% | +34.6% | -0.7% | +26.4% |
| 1Y | +34.7% | +57.9% | -23.2% | +23.2% |
| 3Y | +15.3% | +159.5% | -144.2% | -4.9% |
| 5Y | -39.3% | +198.5% | -237.8% | -51.9% |
| All | +3.3% | +400.1% | -396.8% | -25.1% |
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