+778.6%
DE vs SWK
+29.6%
+749.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -0.6% | +11.0% | -11.6% | -5.5% |
| 30D | +2.3% | +30.1% | -27.8% | -9.5% |
| 3M | +9.5% | +14.7% | -5.2% | +2.3% |
| 6M | +14.1% | +44.5% | -30.4% | -4.4% |
| YTD | +45.4% | +59.4% | -14.0% | +15.7% |
| 1Y | +42.9% | +77.5% | -34.6% | +7.9% |
| 3Y | +84.8% | +49.5% | +35.4% | +42.8% |
| 5Y | +101.8% | -24.9% | +126.7% | +112.5% |
| All | +778.6% | +29.6% | +749.1% | +602.8% |
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