+784.1%
DE vs SWK
+21.9%
+762.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +2.3% | -2.3% | +4.5% | +3.3% |
| 30D | +9.3% | +30.4% | -21.1% | -3.4% |
| 3M | +12.2% | +12.1% | +0.1% | +5.9% |
| 6M | +18.1% | +49.1% | -31.0% | -2.4% |
| YTD | +49.8% | +60.4% | -10.7% | +18.8% |
| 1Y | +46.4% | +78.3% | -31.9% | +10.4% |
| 3Y | +92.5% | +53.3% | +39.2% | +47.0% |
| 5Y | +107.4% | -27.0% | +134.3% | +122.4% |
| 10Y | +784.1% | +20.8% | +763.2% | +605.2% |
| All | +784.1% | +21.9% | +762.2% | +605.2% |
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