+22.2%
SWK vs XPO
+1,266.4%
-1,244.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -1.4% | +9.0% | -10.3% | -4.6% |
| 30D | +25.5% | +4.2% | +21.3% | +23.2% |
| 3M | +11.8% | -8.7% | +20.4% | +15.2% |
| 6M | +48.7% | -2.8% | +51.5% | +48.9% |
| YTD | +57.2% | +41.9% | +15.3% | +35.2% |
| 1Y | +75.3% | +42.3% | +32.9% | +50.5% |
| 3Y | +51.9% | +127.3% | -75.3% | +3.3% |
| 5Y | -30.7% | +306.4% | -337.1% | -64.9% |
| All | +22.2% | +1,266.4% | -1,244.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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