+5.6%
XYL vs SWK
+46.0%
-40.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.9% | +11.0% | -5.2% | +2.4% |
| 30D | -3.9% | +30.1% | -34.0% | -11.5% |
| 3M | -18.7% | +14.7% | -33.3% | -22.2% |
| 6M | -16.9% | +44.5% | -61.4% | -26.0% |
| YTD | -27.4% | +59.4% | -86.7% | -37.5% |
| 1Y | -34.0% | +77.5% | -111.5% | -45.1% |
| 3Y | +5.6% | +49.5% | -43.9% | -11.6% |
| All | +5.6% | +46.0% | -40.4% | -11.6% |
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