+235.9%
DIA vs SWK
+26.9%
+209.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +0.9% | +11.3% | -10.4% | -2.7% |
| 30D | +1.1% | +31.5% | -30.4% | -7.8% |
| 3M | -2.9% | +14.4% | -17.3% | -7.5% |
| 6M | +5.9% | +46.4% | -40.5% | -7.5% |
| YTD | +9.8% | +61.6% | -51.8% | -8.1% |
| 1Y | +11.7% | +78.7% | -67.0% | -9.8% |
| 3Y | +59.5% | +54.4% | +5.1% | +28.9% |
| 5Y | +57.5% | -25.3% | +82.9% | +63.2% |
| 10Y | +235.9% | +22.4% | +213.5% | +171.8% |
| All | +235.9% | +26.9% | +209.0% | +171.8% |
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