+127.5%
XLC vs SWK
+4.9%
+122.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | +11.0% | -6.1% | +1.5% |
| 30D | -5.8% | +30.1% | -35.9% | -13.2% |
| 3M | -5.4% | +14.7% | -20.1% | -9.7% |
| 6M | -10.2% | +44.5% | -54.7% | -20.5% |
| YTD | -10.2% | +59.4% | -69.6% | -23.7% |
| 1Y | -5.6% | +77.5% | -83.1% | -22.7% |
| 3Y | +61.0% | +49.5% | +11.5% | +32.8% |
| 5Y | +35.2% | -24.9% | +60.1% | +36.5% |
| All | +127.5% | +4.9% | +122.7% | +84.4% |
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