+9.8%
DIA vs SWK
+73.5%
-63.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.1% |
| 7D | +1.6% | -2.0% | +3.5% | +2.0% |
| 30D | +1.2% | +24.6% | -23.4% | -3.6% |
| 3M | -2.4% | +10.8% | -13.2% | -4.7% |
| 6M | +5.7% | +46.1% | -40.4% | -3.4% |
| YTD | +9.9% | +56.8% | -46.9% | -2.4% |
| 1Y | +9.8% | +72.7% | -62.9% | -5.2% |
| All | +9.8% | +73.5% | -63.7% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling