+175.3%
XEL vs SWK
+32.9%
+142.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.2% |
| 7D | +1.1% | +10.7% | -9.6% | -0.6% |
| 30D | +8.7% | +33.3% | -24.7% | +3.7% |
| 3M | +3.5% | +14.7% | -11.1% | +1.1% |
| 6M | +2.6% | +48.5% | -46.0% | -4.1% |
| YTD | +11.1% | +63.9% | -52.8% | +1.8% |
| 1Y | +2.2% | +80.4% | -78.2% | -7.9% |
| 3Y | +51.1% | +58.1% | -7.0% | +35.8% |
| 5Y | +48.0% | -24.5% | +72.5% | +50.1% |
| 10Y | +175.3% | +29.5% | +145.8% | +139.8% |
| All | +175.3% | +32.9% | +142.4% | +139.8% |
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