+183.8%
XEL vs SWK
+21.9%
+161.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | +9.3% | +30.4% | -21.1% | +4.7% |
| 3M | +5.3% | +12.1% | -6.9% | +3.2% |
| 6M | +2.2% | +49.1% | -46.9% | -4.5% |
| YTD | +12.3% | +60.4% | -48.1% | +3.3% |
| 1Y | +3.0% | +78.3% | -75.3% | -7.0% |
| 3Y | +51.6% | +53.3% | -1.7% | +36.8% |
| 5Y | +50.0% | -27.0% | +76.9% | +53.0% |
| 10Y | +183.8% | +20.8% | +163.0% | +144.3% |
| All | +183.8% | +21.9% | +161.9% | +144.3% |
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