+187.7%
XEL vs SWK
+17.8%
+169.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +1.4% | -2.0% | +3.4% | +1.7% |
| 30D | +9.2% | +24.6% | -15.4% | +5.3% |
| 3M | +4.5% | +10.8% | -6.3% | +2.6% |
| 6M | +3.6% | +46.1% | -42.5% | -2.9% |
| YTD | +12.9% | +56.8% | -43.9% | +4.1% |
| 1Y | +4.1% | +72.7% | -68.6% | -5.6% |
| 3Y | +52.3% | +49.9% | +2.5% | +38.0% |
| 5Y | +51.6% | -30.9% | +82.5% | +56.4% |
| All | +187.7% | +17.8% | +169.8% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling