-24.5%
SWK vs EXEL
+285.1%
-309.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.2% |
| 7D | +10.7% | +2.3% | +8.4% | +10.2% |
| 30D | +33.3% | +19.8% | +13.5% | +28.6% |
| 3M | +14.7% | +32.7% | -18.0% | +8.2% |
| 6M | +48.5% | +49.0% | -0.4% | +36.8% |
| YTD | +63.9% | +63.7% | +0.2% | +47.7% |
| 1Y | +80.4% | +75.8% | +4.6% | +60.3% |
| 3Y | +58.1% | +241.3% | -183.2% | +23.1% |
| 5Y | -24.5% | +289.0% | -313.5% | -42.6% |
| All | -24.5% | +285.1% | -309.6% | -42.6% |
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 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