+126.9%
DG vs SWK
+30.0%
+96.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.1% |
| 7D | +6.1% | +11.3% | -5.2% | +4.0% |
| 30D | +11.9% | +28.1% | -16.1% | +6.9% |
| 3M | +9.3% | +12.6% | -3.3% | +6.7% |
| 6M | +19.1% | +51.7% | -32.6% | +10.0% |
| YTD | +5.9% | +60.0% | -54.0% | -3.5% |
| 1Y | +39.8% | +72.7% | -32.9% | +25.5% |
| 3Y | +23.4% | +46.3% | -22.9% | +11.5% |
| 5Y | -33.3% | -24.6% | -8.7% | -32.6% |
| All | +126.9% | +30.0% | +96.9% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling