+54.9%
SWK vs XE
-63.6%
+118.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +11.3% | -0.1% | +11.4% | +11.2% |
| 30D | +31.5% | -20.0% | +51.5% | +33.0% |
| 3M | +14.4% | -46.9% | +61.3% | +18.6% |
| 6M | +46.4% | -63.7% | +110.1% | +59.3% |
| All | +54.9% | -63.6% | +118.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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