+209.5%
CVX vs SWK
+17.8%
+191.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +2.2% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | -0.6% | +24.6% | -25.2% | -8.1% |
| 3M | +11.0% | +10.8% | +0.2% | +6.4% |
| 6M | +18.4% | +46.1% | -27.6% | +2.0% |
| YTD | +45.9% | +56.8% | -10.9% | +20.4% |
| 1Y | +46.7% | +72.7% | -26.1% | +16.3% |
| 3Y | +71.6% | +49.9% | +21.7% | +35.5% |
| 5Y | +131.4% | -30.9% | +162.3% | +151.3% |
| All | +209.5% | +17.8% | +191.6% | +135.6% |
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