+55.0%
XOM vs SWK
+15.2%
+39.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +5.9% | -5.7% | +11.6% | +6.3% |
| 3M | +5.6% | +24.1% | -18.5% | +3.2% |
| 6M | +7.9% | +24.7% | -16.9% | +5.3% |
| YTD | +35.2% | +33.9% | +1.2% | +30.0% |
| 1Y | +46.0% | +34.7% | +11.3% | +39.9% |
| All | +55.0% | +15.2% | +39.8% | +55.4% |
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