+4,261.5%
XOM vs SWK
+1,275.2%
+2,986.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +5.9% | -5.7% | +11.6% | +7.4% |
| 3M | +5.6% | +24.1% | -18.5% | -1.7% |
| 6M | +7.9% | +24.7% | -16.9% | -0.8% |
| YTD | +35.2% | +33.9% | +1.2% | +21.1% |
| 1Y | +46.0% | +34.7% | +11.3% | +29.7% |
| 3Y | +55.0% | +15.3% | +39.8% | +38.5% |
| 5Y | +246.3% | -39.3% | +285.6% | +261.8% |
| 10Y | +181.0% | +2.5% | +178.5% | +139.8% |
| All | +4,261.5% | +1,275.2% | +2,986.4% | +1,882.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling