+118.1%
DAL vs SWK
+30.0%
+88.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.8% | -2.8% |
| 7D | +4.6% | +11.3% | -6.7% | -2.0% |
| 30D | +2.3% | +28.1% | -25.8% | -11.9% |
| 3M | -8.1% | +12.6% | -20.7% | -14.7% |
| 6M | +21.4% | +51.7% | -30.3% | -5.8% |
| YTD | +24.3% | +60.0% | -35.7% | -7.4% |
| 1Y | +47.4% | +72.7% | -25.3% | +4.8% |
| 3Y | +164.6% | +46.3% | +118.3% | +96.8% |
| 5Y | +100.2% | -24.6% | +124.8% | +115.2% |
| All | +118.1% | +30.0% | +88.1% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling