+78.7%
XOM vs SWK
+50.4%
+28.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.0% |
| 7D | +2.7% | -2.0% | +4.7% | +2.8% |
| 30D | -2.5% | +24.6% | -27.1% | -4.0% |
| 3M | +7.0% | +10.8% | -3.8% | +6.2% |
| 6M | +14.2% | +46.1% | -31.9% | +10.1% |
| YTD | +43.9% | +56.8% | -12.9% | +36.4% |
| 1Y | +47.9% | +72.7% | -24.8% | +37.7% |
| All | +78.7% | +50.4% | +28.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling