-4.3%
DASH vs SWK
-24.2%
+19.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.1% | -4.8% | +2.1% |
| 7D | +17.2% | +17.9% | -0.7% | +8.5% |
| 30D | +3.6% | +31.9% | -28.4% | -9.1% |
| 3M | -1.9% | +16.6% | -18.4% | -8.9% |
| 6M | +15.1% | +61.1% | -46.0% | -8.9% |
| YTD | -12.3% | +64.2% | -76.5% | -32.8% |
| 1Y | -17.2% | +85.2% | -102.4% | -40.6% |
| 3Y | +114.7% | +50.2% | +64.5% | +57.9% |
| 5Y | -4.3% | -22.8% | +18.5% | +2.6% |
| All | -4.3% | -24.2% | +19.9% | +2.6% |
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