-0.7%
QXO vs SWK
+80.4%
-81.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | -16.0% | -5.7% | -10.3% | -14.8% |
| 3M | -17.7% | +24.1% | -41.8% | -21.1% |
| 6M | -42.6% | +24.7% | -67.3% | -45.0% |
| YTD | -30.8% | +33.9% | -64.7% | -34.6% |
| 1Y | -35.3% | +34.7% | -70.0% | -38.9% |
| 3Y | -46.3% | +15.3% | -61.6% | -52.0% |
| 5Y | -69.2% | -39.3% | -29.9% | -68.7% |
| 10Y | +62.1% | +2.5% | +59.6% | +30.5% |
| All | -0.7% | +80.4% | -81.1% | -49.4% |
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