-68.9%
XYZ vs SWK
-38.7%
-30.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -1.0% | -0.4% | -0.5% | -0.6% |
| 30D | -1.7% | -5.7% | +4.0% | +2.2% |
| 3M | +16.7% | +24.1% | -7.3% | +0.8% |
| 6M | +26.9% | +24.7% | +2.1% | +8.0% |
| YTD | +27.1% | +33.9% | -6.8% | +2.0% |
| 1Y | +9.3% | +34.7% | -25.4% | -13.6% |
| 3Y | +42.3% | +15.3% | +27.0% | +17.1% |
| All | -68.9% | -38.7% | -30.1% | -61.9% |
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