+99.4%
XYL vs SWK
+18.1%
+81.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -1.4% | -2.4% | -3.1% |
| 30D | -8.3% | +25.5% | -33.8% | -17.1% |
| 3M | -21.4% | +11.8% | -33.2% | -25.4% |
| 6M | -12.9% | +48.7% | -61.6% | -27.4% |
| YTD | -30.1% | +57.2% | -87.3% | -43.7% |
| 1Y | -35.2% | +75.3% | -110.4% | -50.4% |
| 3Y | -0.8% | +51.9% | -52.7% | -24.0% |
| 5Y | -23.2% | -30.7% | +7.5% | -15.7% |
| All | +99.4% | +18.1% | +81.3% | +49.2% |
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