+161.9%
XLE vs SWK
-26.0%
+187.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -4.0% | +30.4% | -34.4% | -7.7% |
| 3M | +4.6% | +12.1% | -7.5% | +2.7% |
| 6M | +12.3% | +49.1% | -36.8% | +4.9% |
| YTD | +44.5% | +60.4% | -15.9% | +32.2% |
| 1Y | +42.4% | +78.3% | -35.9% | +27.4% |
| 3Y | +67.0% | +53.3% | +13.7% | +49.8% |
| 5Y | +161.9% | -27.0% | +188.9% | +155.7% |
| All | +161.9% | -26.0% | +187.9% | +155.7% |
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