+198.6%
CVX vs SWK
+32.9%
+165.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.8% |
| 7D | -7.5% | +10.7% | -18.1% | -10.9% |
| 30D | -0.6% | +33.3% | -33.9% | -10.0% |
| 3M | +14.0% | +14.7% | -0.7% | +8.1% |
| 6M | +18.1% | +48.5% | -30.4% | +1.4% |
| YTD | +42.2% | +63.9% | -21.7% | +15.7% |
| 1Y | +41.3% | +80.4% | -39.1% | +10.6% |
| 3Y | +68.3% | +58.1% | +10.2% | +30.7% |
| 5Y | +122.0% | -24.5% | +146.5% | +131.5% |
| 10Y | +198.6% | +29.5% | +169.1% | +124.2% |
| All | +198.6% | +32.9% | +165.7% | +124.2% |
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