+40.7%
XLC vs SWK
-30.7%
+71.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.7% | -1.4% | +5.1% | +4.1% |
| 30D | -1.9% | +25.5% | -27.4% | -7.9% |
| 3M | -3.1% | +11.8% | -14.9% | -6.3% |
| 6M | -6.4% | +48.7% | -55.1% | -16.7% |
| YTD | -6.8% | +57.2% | -64.0% | -19.3% |
| 1Y | -1.7% | +75.3% | -77.0% | -17.7% |
| 3Y | +64.7% | +51.9% | +12.7% | +36.3% |
| All | +40.7% | -30.7% | +71.3% | +46.4% |
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 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