+404.3%
XYL vs SWK
+195.6%
+208.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.2% |
| 7D | +10.2% | +11.3% | -1.0% | +4.9% |
| 30D | -4.3% | +28.1% | -32.4% | -14.5% |
| 3M | -17.8% | +12.6% | -30.4% | -22.4% |
| 6M | -13.4% | +51.7% | -65.1% | -28.8% |
| YTD | -25.7% | +60.0% | -85.7% | -41.0% |
| 1Y | -32.7% | +72.7% | -105.3% | -48.5% |
| 3Y | +7.1% | +46.3% | -39.2% | -16.9% |
| 5Y | -18.7% | -24.6% | +5.9% | -15.7% |
| 10Y | +138.7% | +32.2% | +106.4% | +73.1% |
| All | +404.3% | +195.6% | +208.7% | +171.1% |
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