+4,683.6%
CVX vs SWK
+1,275.2%
+3,408.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +3.3% | -0.4% | +3.8% | +3.4% |
| 30D | +12.9% | -5.7% | +18.6% | +14.8% |
| 3M | +11.7% | +24.1% | -12.4% | +3.2% |
| 6M | +14.1% | +24.7% | -10.6% | +4.1% |
| YTD | +40.7% | +33.9% | +6.7% | +24.8% |
| 1Y | +37.5% | +34.7% | +2.8% | +20.8% |
| 3Y | +43.9% | +15.3% | +28.7% | +27.4% |
| 5Y | +161.5% | -39.3% | +200.7% | +174.2% |
| 10Y | +215.1% | +2.5% | +212.6% | +168.5% |
| All | +4,683.6% | +1,275.2% | +3,408.5% | +2,049.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling