+249.2%
DIA vs SWK
+2.4%
+246.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | -1.5% | -5.7% | +4.2% | +0.3% |
| 3M | +3.8% | +24.1% | -20.3% | -3.9% |
| 6M | +10.3% | +24.7% | -14.4% | +1.4% |
| YTD | +12.1% | +33.9% | -21.9% | +0.2% |
| 1Y | +18.6% | +34.7% | -16.0% | +5.2% |
| 3Y | +60.6% | +15.3% | +45.4% | +43.6% |
| 5Y | +64.4% | -39.3% | +103.7% | +82.9% |
| All | +249.2% | +2.4% | +246.8% | +193.1% |
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