+188.5%
XOM vs SWK
+26.9%
+161.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -7.3% | +11.3% | -18.6% | -10.3% |
| 30D | -2.6% | +31.5% | -34.1% | -10.1% |
| 3M | +3.6% | +14.4% | -10.8% | -0.9% |
| 6M | +15.3% | +46.4% | -31.1% | +1.8% |
| YTD | +39.4% | +61.6% | -22.2% | +17.8% |
| 1Y | +43.2% | +78.7% | -35.6% | +16.8% |
| 3Y | +74.9% | +54.4% | +20.5% | +42.4% |
| 5Y | +201.3% | -25.3% | +226.6% | +213.4% |
| 10Y | +188.5% | +22.4% | +166.1% | +137.6% |
| All | +188.5% | +26.9% | +161.6% | +137.6% |
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