-24.6%
SWK vs EXEL
+262.4%
-287.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -1.5% |
| 7D | +11.3% | +3.8% | +7.5% | +10.4% |
| 30D | +28.1% | +17.8% | +10.3% | +24.0% |
| 3M | +12.6% | +21.2% | -8.6% | +8.2% |
| 6M | +51.7% | +54.7% | -3.0% | +38.7% |
| YTD | +60.0% | +56.8% | +3.2% | +45.5% |
| 1Y | +72.7% | +70.2% | +2.5% | +54.5% |
| 3Y | +46.3% | +227.2% | -180.9% | +15.2% |
| 5Y | -24.6% | +254.9% | -279.5% | -42.1% |
| All | -24.6% | +262.4% | -287.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling