+35.8%
XLC vs SWK
-25.5%
+61.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | +11.0% | -6.1% | +1.9% |
| 30D | -5.8% | +30.1% | -35.9% | -12.4% |
| 3M | -5.4% | +14.7% | -20.1% | -9.2% |
| 6M | -10.2% | +44.5% | -54.7% | -19.4% |
| YTD | -10.2% | +59.4% | -69.6% | -22.4% |
| 1Y | -5.6% | +77.5% | -83.1% | -21.3% |
| 3Y | +61.0% | +49.5% | +11.5% | +34.4% |
| All | +35.8% | -25.5% | +61.3% | +37.2% |
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