-25.3%
SWK vs XPO
+275.5%
-300.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +11.0% | -6.7% | +17.7% | +13.8% |
| 30D | +30.1% | -1.9% | +31.9% | +30.7% |
| 3M | +14.7% | -9.9% | +24.5% | +18.7% |
| 6M | +44.5% | -16.4% | +60.9% | +53.2% |
| YTD | +59.4% | +30.2% | +29.2% | +42.4% |
| 1Y | +77.5% | +29.9% | +47.6% | +58.6% |
| 3Y | +49.5% | +122.6% | -73.2% | +4.4% |
| All | -25.3% | +275.5% | -300.8% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling