+203.4%
CVX vs SWK
+29.6%
+173.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -9.7% | +11.0% | -20.8% | -13.2% |
| 30D | +3.6% | +30.1% | -26.4% | -5.4% |
| 3M | +13.3% | +14.7% | -1.3% | +7.5% |
| 6M | +16.9% | +44.5% | -27.6% | +1.2% |
| YTD | +43.4% | +59.4% | -16.0% | +17.8% |
| 1Y | +44.5% | +77.5% | -33.0% | +13.6% |
| 3Y | +64.0% | +49.5% | +14.5% | +30.0% |
| 5Y | +126.4% | -24.9% | +151.3% | +135.1% |
| All | +203.4% | +29.6% | +173.8% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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