+34.7%
XLC vs SWK
-25.4%
+60.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | +3.1% | +11.3% | -8.2% | +0.1% |
| 30D | -6.5% | +28.1% | -34.6% | -12.7% |
| 3M | -5.6% | +12.6% | -18.2% | -8.9% |
| 6M | -9.2% | +51.7% | -60.9% | -19.7% |
| YTD | -10.6% | +60.0% | -70.5% | -22.8% |
| 1Y | -6.9% | +72.7% | -79.5% | -21.6% |
| 3Y | +59.9% | +46.3% | +13.6% | +34.6% |
| 5Y | +34.7% | -24.6% | +59.3% | +35.5% |
| All | +34.7% | -25.4% | +60.1% | +35.5% |
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