+120.8%
XYL vs SWK
+32.9%
+88.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +0.2% |
| 7D | +2.1% | +10.7% | -8.6% | -2.6% |
| 30D | -3.4% | +33.3% | -36.7% | -14.9% |
| 3M | -17.2% | +14.7% | -31.9% | -22.3% |
| 6M | -12.0% | +48.5% | -60.6% | -26.6% |
| YTD | -26.3% | +63.9% | -90.2% | -41.7% |
| 1Y | -33.5% | +80.4% | -113.9% | -49.7% |
| 3Y | +6.4% | +58.1% | -51.7% | -19.9% |
| 5Y | -20.9% | -24.5% | +3.6% | -16.8% |
| 10Y | +120.8% | +29.5% | +91.4% | +61.5% |
| All | +120.8% | +32.9% | +88.0% | +61.5% |
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 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