+135.1%
DAL vs SWK
+36.2%
+98.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +13.1% | -5.9% | -0.6% |
| 7D | +11.1% | +17.9% | -6.8% | +0.5% |
| 30D | +7.7% | +31.9% | -24.2% | -8.9% |
| 3M | -3.5% | +16.6% | -20.1% | -12.4% |
| 6M | +31.3% | +61.1% | -29.8% | -1.7% |
| YTD | +30.0% | +64.2% | -34.2% | -4.7% |
| 1Y | +62.1% | +85.2% | -23.1% | +10.6% |
| 3Y | +176.6% | +50.2% | +126.4% | +102.4% |
| 5Y | +126.2% | -22.8% | +149.0% | +139.7% |
| 10Y | +135.1% | +35.8% | +99.3% | +72.1% |
| All | +135.1% | +36.2% | +98.9% | +72.1% |
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 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