+49.0%
XEL vs SWK
-30.7%
+79.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +4.2% | +11.8% | -7.6% | +2.8% |
| 6M | +3.7% | +48.7% | -45.0% | -0.7% |
| YTD | +13.1% | +57.2% | -44.1% | +7.3% |
| 1Y | +5.0% | +75.3% | -70.3% | -1.5% |
| 3Y | +55.0% | +51.9% | +3.0% | +45.6% |
| All | +49.0% | -30.7% | +79.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling