+188.0%
XEL vs SWK
+18.1%
+169.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | +8.3% | +25.5% | -17.2% | +4.4% |
| 3M | +4.2% | +11.8% | -7.6% | +2.1% |
| 6M | +3.7% | +48.7% | -45.0% | -3.0% |
| YTD | +13.1% | +57.2% | -44.1% | +4.3% |
| 1Y | +5.0% | +75.3% | -70.3% | -5.0% |
| 3Y | +55.0% | +51.9% | +3.0% | +40.1% |
| 5Y | +51.8% | -30.7% | +82.5% | +56.5% |
| All | +188.0% | +18.1% | +169.9% | +148.0% |
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