+101.4%
XLP vs SWK
+2.4%
+98.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -0.9% | -5.7% | +4.8% | +0.1% |
| 3M | +3.8% | +24.1% | -20.3% | -0.5% |
| 6M | -1.7% | +24.7% | -26.4% | -6.2% |
| YTD | +10.3% | +33.9% | -23.7% | +3.6% |
| 1Y | +7.8% | +34.7% | -26.9% | +0.8% |
| 3Y | +27.2% | +15.3% | +11.9% | +19.2% |
| 5Y | +32.5% | -39.3% | +71.8% | +40.4% |
| All | +101.4% | +2.4% | +98.9% | +84.2% |
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 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