+64.0%
CVX vs SWK
+46.0%
+18.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -9.7% | +11.0% | -20.8% | -10.7% |
| 30D | +3.6% | +30.1% | -26.4% | +0.8% |
| 3M | +13.3% | +14.7% | -1.3% | +11.7% |
| 6M | +16.9% | +44.5% | -27.6% | +11.3% |
| YTD | +43.4% | +59.4% | -16.0% | +33.2% |
| 1Y | +44.5% | +77.5% | -33.0% | +30.9% |
| 3Y | +64.0% | +49.5% | +14.5% | +47.3% |
| All | +64.0% | +46.0% | +18.0% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling