-100.0%
DFNS vs SWK
-25.4%
-74.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.6% | -17.1% | -19.7% |
| 7D | -37.4% | +11.3% | -48.7% | -37.2% |
| 30D | -65.8% | +28.1% | -93.9% | -65.7% |
| 3M | -95.0% | +12.6% | -107.6% | -95.0% |
| 6M | -95.8% | +51.7% | -147.5% | -95.7% |
| YTD | -99.5% | +60.0% | -159.5% | -99.5% |
| 1Y | -99.7% | +72.7% | -172.4% | -99.7% |
| 3Y | -100.0% | +46.3% | -146.3% | -100.0% |
| 5Y | -100.0% | -24.6% | -75.3% | -100.0% |
| All | -100.0% | -25.4% | -74.5% | -100.0% |
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