+175.4%
XLV vs SWK
-0.7%
+176.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.2% |
| 7D | -3.7% | -4.6% | +0.9% | -2.6% |
| 30D | -1.1% | -9.9% | +8.8% | +1.3% |
| 3M | +8.2% | +15.4% | -7.2% | +4.1% |
| 6M | +8.9% | +25.0% | -16.1% | +2.4% |
| YTD | +8.5% | +27.2% | -18.7% | +1.2% |
| 1Y | +22.3% | +24.6% | -2.3% | +14.2% |
| 3Y | +32.6% | +13.7% | +19.0% | +22.5% |
| 5Y | +34.4% | -41.5% | +75.9% | +45.7% |
| 10Y | +175.4% | +0.7% | +174.7% | +132.2% |
| All | +175.4% | -0.7% | +176.1% | +132.2% |
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