+32.9%
XLV vs SWK
+87.6%
-54.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.1% | -10.0% | +1.2% |
| 7D | +5.5% | +17.9% | -12.4% | +3.1% |
| 30D | +13.3% | +31.9% | -18.6% | +9.2% |
| 3M | +17.4% | +16.6% | +0.9% | +14.9% |
| 6M | +32.1% | +61.1% | -29.0% | +23.2% |
| YTD | +24.0% | +64.2% | -40.2% | +13.3% |
| 1Y | +32.9% | +85.2% | -52.3% | +18.2% |
| All | +32.9% | +87.6% | -54.7% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling