-21.8%
XYL vs SWK
-25.5%
+3.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.9% | +11.0% | -5.2% | +2.0% |
| 30D | -3.9% | +30.1% | -34.0% | -12.4% |
| 3M | -18.7% | +14.7% | -33.3% | -22.6% |
| 6M | -16.9% | +44.5% | -61.4% | -27.2% |
| YTD | -27.4% | +59.4% | -86.7% | -38.9% |
| 1Y | -34.0% | +77.5% | -111.5% | -46.6% |
| 3Y | +5.6% | +49.5% | -43.9% | -13.6% |
| All | -21.8% | -25.5% | +3.7% | -16.0% |
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