+755.9%
DE vs SWK
+18.1%
+737.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | +3.6% | +25.5% | -21.9% | -6.9% |
| 3M | +10.2% | +11.8% | -1.5% | +4.2% |
| 6M | +16.6% | +48.7% | -32.1% | -3.6% |
| YTD | +45.8% | +57.2% | -11.4% | +16.7% |
| 1Y | +43.9% | +75.3% | -31.4% | +9.3% |
| 3Y | +89.6% | +51.9% | +37.7% | +45.2% |
| 5Y | +100.3% | -30.7% | +131.1% | +121.1% |
| All | +755.9% | +18.1% | +737.8% | +580.5% |
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