+1,034.7%
XLV vs SWK
+770.2%
+264.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | +9.9% | +30.4% | -20.6% | +2.2% |
| 3M | +12.9% | +12.1% | +0.8% | +9.2% |
| 6M | +33.2% | +49.1% | -15.9% | +18.7% |
| YTD | +23.6% | +60.4% | -36.9% | +7.1% |
| 1Y | +27.5% | +78.3% | -50.8% | +7.3% |
| 3Y | +57.3% | +53.3% | +4.0% | +32.7% |
| 5Y | +53.9% | -27.0% | +80.9% | +54.6% |
| 10Y | +216.9% | +20.8% | +196.0% | +157.1% |
| All | +1,034.7% | +770.2% | +264.5% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling