+432.8%
XYL vs SWK
+147.5%
+285.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -13.2% | -5.7% | -7.5% | -11.0% |
| 3M | -3.7% | +24.1% | -27.8% | -13.0% |
| 6M | -17.7% | +24.7% | -42.4% | -26.3% |
| YTD | -21.5% | +33.9% | -55.5% | -32.3% |
| 1Y | -24.5% | +34.7% | -59.2% | -35.6% |
| 3Y | +6.9% | +15.3% | -8.3% | -7.4% |
| 5Y | -18.1% | -39.3% | +21.2% | -6.0% |
| 10Y | +134.7% | +2.5% | +132.2% | +92.2% |
| All | +432.8% | +147.5% | +285.2% | +211.1% |
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