+28.7%
SWK vs EXPD
+304.0%
-275.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +1.3% |
| 7D | +11.0% | -7.2% | +18.2% | +16.8% |
| 30D | +30.1% | -3.3% | +33.3% | +32.6% |
| 3M | +14.7% | +3.4% | +11.3% | +10.6% |
| 6M | +44.5% | +22.7% | +21.8% | +21.6% |
| YTD | +59.4% | +24.5% | +34.9% | +29.2% |
| 1Y | +77.5% | +38.6% | +38.9% | +31.8% |
| 3Y | +49.5% | +71.5% | -22.0% | -7.4% |
| 5Y | -24.9% | +56.2% | -81.1% | -50.7% |
| All | +28.7% | +304.0% | -275.3% | -56.4% |
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