+91.4%
DE vs SWK
+54.4%
+37.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +3.3% | +11.3% | -8.0% | -0.7% |
| 30D | +10.7% | +31.5% | -20.7% | +0.4% |
| 3M | +13.1% | +14.4% | -1.3% | +7.5% |
| 6M | +20.2% | +46.4% | -26.2% | +4.6% |
| YTD | +48.9% | +61.6% | -12.7% | +24.7% |
| 1Y | +46.6% | +78.7% | -32.1% | +18.6% |
| 3Y | +91.4% | +54.4% | +37.0% | +54.9% |
| All | +91.4% | +54.4% | +37.0% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling