+45.6%
XEL vs SWK
+46.0%
-0.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | +11.0% | -11.2% | -1.2% |
| 30D | +10.0% | +30.1% | -20.0% | +7.3% |
| 3M | +4.3% | +14.7% | -10.3% | +2.9% |
| 6M | +0.5% | +44.5% | -44.0% | -3.1% |
| YTD | +10.4% | +59.4% | -49.0% | +5.3% |
| 1Y | +2.0% | +77.5% | -75.5% | -3.6% |
| 3Y | +45.6% | +49.5% | -3.9% | +33.9% |
| All | +45.6% | +46.0% | -0.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling