+720.7%
SWK vs EXEL
+334.5%
+386.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -1.8% |
| 7D | +11.3% | +3.8% | +7.5% | +10.7% |
| 30D | +28.1% | +17.8% | +10.3% | +25.3% |
| 3M | +12.6% | +21.2% | -8.6% | +9.6% |
| 6M | +51.7% | +54.7% | -3.0% | +42.8% |
| YTD | +60.0% | +56.8% | +3.2% | +50.1% |
| 1Y | +72.7% | +70.2% | +2.5% | +60.2% |
| 3Y | +46.3% | +227.2% | -180.9% | +22.9% |
| 5Y | -24.6% | +254.9% | -279.5% | -38.0% |
| 10Y | +32.2% | +476.9% | -444.7% | -3.3% |
| All | +720.7% | +334.5% | +386.1% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling