+865.7%
DE vs SWK
+3.3%
+862.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +10.0% | -0.4% | +10.5% | +10.2% |
| 30D | +13.3% | -5.7% | +19.0% | +16.2% |
| 3M | +17.5% | +24.1% | -6.6% | +6.1% |
| 6M | +13.6% | +24.7% | -11.1% | +1.7% |
| YTD | +49.8% | +33.9% | +15.8% | +29.6% |
| 1Y | +47.9% | +34.7% | +13.2% | +26.5% |
| 3Y | +72.5% | +15.3% | +57.3% | +50.6% |
| 5Y | +90.2% | -39.3% | +129.5% | +122.0% |
| All | +865.7% | +3.3% | +862.4% | +738.7% |
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