+33.3%
XLV vs SWK
-38.5%
+71.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.1% |
| 7D | -2.6% | +0.1% | -2.8% | -2.7% |
| 30D | +0.9% | -8.9% | +9.8% | +2.4% |
| 3M | +10.0% | +20.5% | -10.5% | +6.2% |
| 6M | +10.4% | +27.1% | -16.7% | +5.3% |
| YTD | +8.9% | +30.2% | -21.3% | +3.2% |
| 1Y | +23.4% | +24.8% | -1.4% | +17.4% |
| 3Y | +33.1% | +16.3% | +16.8% | +25.1% |
| 5Y | +33.3% | -40.1% | +73.4% | +38.8% |
| All | +33.3% | -38.5% | +71.7% | +38.8% |
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