+84.8%
DE vs SWK
+46.0%
+38.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -0.6% | +11.0% | -11.6% | -4.4% |
| 30D | +2.3% | +30.1% | -27.8% | -6.9% |
| 3M | +9.5% | +14.7% | -5.2% | +4.0% |
| 6M | +14.1% | +44.5% | -30.4% | -0.3% |
| YTD | +45.4% | +59.4% | -14.0% | +22.3% |
| 1Y | +42.9% | +77.5% | -34.6% | +15.8% |
| 3Y | +84.8% | +49.5% | +35.4% | +51.4% |
| All | +84.8% | +46.0% | +38.9% | +51.4% |
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