+25.0%
XLV vs SWK
+74.0%
-48.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.3% |
| 7D | +1.6% | -2.0% | +3.5% | +1.9% |
| 30D | +10.7% | +24.6% | -13.9% | +7.5% |
| 3M | +11.9% | +10.8% | +1.1% | +10.2% |
| 6M | +29.8% | +46.1% | -16.2% | +22.7% |
| YTD | +22.8% | +56.8% | -34.0% | +12.0% |
| All | +25.0% | +74.0% | -48.9% | +10.1% |
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