-99.9%
DFNS vs SWK
-23.0%
-76.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -16.0% | -0.4% | -15.5% | -16.0% |
| 30D | -77.7% | -5.7% | -72.0% | -77.7% |
| 3M | -77.2% | +24.1% | -101.3% | -76.5% |
| 6M | -95.2% | +24.7% | -119.9% | -95.0% |
| YTD | -98.0% | +33.9% | -131.9% | -97.9% |
| 1Y | -98.3% | +34.7% | -132.9% | -98.2% |
| 3Y | -99.9% | +15.3% | -115.1% | -99.9% |
| 5Y | -99.9% | -39.3% | -60.6% | -99.9% |
| All | -99.9% | -23.0% | -76.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling