+214.5%
CVX vs SWK
+18.1%
+196.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.8% |
| 30D | -1.0% | +25.5% | -26.4% | -8.6% |
| 3M | +12.2% | +11.8% | +0.4% | +7.2% |
| 6M | +20.3% | +48.7% | -28.4% | +3.0% |
| YTD | +48.3% | +57.2% | -8.9% | +22.3% |
| 1Y | +46.9% | +75.3% | -28.4% | +15.9% |
| 3Y | +73.1% | +51.9% | +21.2% | +36.0% |
| 5Y | +135.2% | -30.7% | +166.0% | +155.2% |
| All | +214.5% | +18.1% | +196.4% | +139.3% |
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