+42.7%
XLP vs SWK
-25.4%
+68.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | +3.5% | +11.3% | -7.8% | +2.0% |
| 30D | +11.6% | +28.1% | -16.5% | +8.1% |
| 3M | +7.6% | +12.6% | -5.0% | +5.9% |
| 6M | +10.0% | +51.7% | -41.7% | +4.1% |
| YTD | +19.7% | +60.0% | -40.2% | +12.1% |
| 1Y | +23.5% | +72.7% | -49.2% | +14.4% |
| 3Y | +44.0% | +46.3% | -2.3% | +33.4% |
| 5Y | +42.7% | -24.6% | +67.3% | +45.9% |
| All | +42.7% | -25.4% | +68.1% | +45.9% |
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