+2.0%
XEL vs SWK
+71.2%
-69.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | +11.0% | -11.2% | -1.5% |
| 30D | +10.0% | +30.1% | -20.0% | +6.7% |
| 3M | +4.3% | +14.7% | -10.3% | +2.4% |
| 6M | +0.5% | +44.5% | -44.0% | -3.8% |
| YTD | +10.4% | +59.4% | -49.0% | +3.6% |
| 1Y | +2.0% | +77.5% | -75.5% | -4.7% |
| All | +2.0% | +71.2% | -69.2% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling