+53.4%
XLV vs SWK
-25.5%
+78.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +2.6% | +11.3% | -8.7% | +0.7% |
| 30D | +10.6% | +31.5% | -20.9% | +5.6% |
| 3M | +12.6% | +14.4% | -1.9% | +9.9% |
| 6M | +32.7% | +46.4% | -13.7% | +23.9% |
| YTD | +23.5% | +61.6% | -38.1% | +12.8% |
| 1Y | +30.4% | +78.7% | -48.4% | +16.9% |
| 3Y | +57.3% | +54.4% | +2.9% | +41.0% |
| 5Y | +53.4% | -25.3% | +78.7% | +53.3% |
| All | +53.4% | -25.5% | +78.9% | +53.3% |
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