+99.1%
DE vs SWK
-30.7%
+129.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.7% |
| 30D | +3.6% | +25.5% | -21.9% | -4.0% |
| 3M | +10.2% | +11.8% | -1.5% | +5.9% |
| 6M | +16.6% | +48.7% | -32.1% | +2.0% |
| YTD | +45.8% | +57.2% | -11.4% | +24.9% |
| 1Y | +43.9% | +75.3% | -31.4% | +19.0% |
| 3Y | +89.6% | +51.9% | +37.7% | +59.0% |
| All | +99.1% | -30.7% | +129.7% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling