-22.8%
SWK vs EXPD
+63.6%
-86.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -3.2% | +16.3% | +15.2% |
| 7D | +17.9% | +0.3% | +17.6% | +17.2% |
| 30D | +31.9% | +1.8% | +30.1% | +29.8% |
| 3M | +16.6% | +8.9% | +7.6% | +9.1% |
| 6M | +61.1% | +42.2% | +18.9% | +24.5% |
| YTD | +64.2% | +33.4% | +30.9% | +30.0% |
| 1Y | +85.2% | +47.2% | +38.0% | +35.9% |
| 3Y | +50.2% | +81.3% | -31.1% | -6.7% |
| 5Y | -22.8% | +60.2% | -83.0% | -48.5% |
| All | -22.8% | +63.6% | -86.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling