+162.6%
CVX vs SWK
-38.7%
+201.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +3.3% | -0.4% | +3.8% | +3.4% |
| 30D | +12.9% | -5.7% | +18.6% | +13.6% |
| 3M | +11.7% | +24.1% | -12.4% | +8.4% |
| 6M | +14.1% | +24.7% | -10.6% | +10.3% |
| YTD | +40.7% | +33.9% | +6.7% | +34.0% |
| 1Y | +37.5% | +34.7% | +2.8% | +30.5% |
| 3Y | +43.9% | +15.3% | +28.7% | +36.9% |
| All | +162.6% | -38.7% | +201.3% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling