+566.3%
XLP vs SWK
+790.6%
-224.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +13.1% | -9.7% | +0.8% |
| 7D | +5.9% | +17.9% | -12.0% | +2.4% |
| 30D | +13.5% | +31.9% | -18.5% | +7.2% |
| 3M | +8.4% | +16.6% | -8.2% | +4.9% |
| 6M | +11.5% | +61.1% | -49.6% | +0.8% |
| YTD | +20.6% | +64.2% | -43.6% | +8.0% |
| 1Y | +24.3% | +85.2% | -60.9% | +8.4% |
| 3Y | +45.1% | +50.2% | -5.1% | +28.0% |
| 5Y | +44.6% | -22.8% | +67.4% | +43.3% |
| 10Y | +133.1% | +35.8% | +97.3% | +93.9% |
| All | +566.3% | +790.6% | -224.3% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling