+199.0%
XOM vs SWK
+29.6%
+169.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | +11.0% | -22.4% | -14.3% |
| 30D | +1.1% | +30.1% | -28.9% | -6.4% |
| 3M | +7.8% | +14.7% | -6.8% | +3.1% |
| 6M | +13.0% | +44.5% | -31.5% | +0.2% |
| YTD | +40.6% | +59.4% | -18.8% | +19.2% |
| 1Y | +49.1% | +77.5% | -28.5% | +21.8% |
| 3Y | +72.9% | +49.5% | +23.4% | +42.2% |
| 5Y | +204.0% | -24.9% | +228.9% | +214.5% |
| All | +199.0% | +29.6% | +169.4% | +140.3% |
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 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