+29.2%
SWK vs EXPD
+313.3%
-284.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | +0.7% |
| 7D | +11.3% | -4.8% | +16.1% | +14.9% |
| 30D | +28.1% | -1.5% | +29.6% | +28.9% |
| 3M | +12.6% | +4.1% | +8.5% | +8.1% |
| 6M | +51.7% | +24.0% | +27.7% | +26.7% |
| YTD | +60.0% | +27.4% | +32.6% | +27.5% |
| 1Y | +72.7% | +38.4% | +34.3% | +28.7% |
| 3Y | +46.3% | +73.2% | -26.9% | -9.9% |
| 5Y | -24.6% | +59.9% | -84.5% | -51.3% |
| All | +29.2% | +313.3% | -284.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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