-36.7%
SWK vs EXPD
+61.6%
-98.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -0.4% | -1.1% | +0.7% | +0.3% |
| 30D | -5.7% | +4.1% | -9.8% | -8.3% |
| 3M | +24.1% | +17.9% | +6.2% | +10.7% |
| 6M | +24.7% | +29.2% | -4.5% | +3.9% |
| YTD | +33.9% | +27.4% | +6.6% | +10.7% |
| 1Y | +34.7% | +56.8% | -22.2% | -5.3% |
| 3Y | +15.3% | +68.0% | -52.8% | -23.0% |
| All | -36.7% | +61.6% | -98.2% | -57.9% |
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