+200.7%
XOM vs SWK
-25.5%
+226.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | +11.0% | -22.4% | -12.3% |
| 30D | +1.1% | +30.1% | -28.9% | -1.3% |
| 3M | +7.8% | +14.7% | -6.8% | +6.4% |
| 6M | +13.0% | +44.5% | -31.5% | +8.5% |
| YTD | +40.6% | +59.4% | -18.8% | +32.5% |
| 1Y | +49.1% | +77.5% | -28.5% | +38.1% |
| 3Y | +72.9% | +49.5% | +23.4% | +60.9% |
| All | +200.7% | -25.5% | +226.2% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling