+57.5%
DIA vs SWK
+46.0%
+11.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +11.0% | -12.0% | -3.4% |
| 30D | +0.3% | +30.1% | -29.8% | -5.6% |
| 3M | -4.5% | +14.7% | -19.2% | -7.6% |
| 6M | +3.4% | +44.5% | -41.1% | -5.5% |
| YTD | +7.8% | +59.4% | -51.6% | -4.1% |
| 1Y | +10.7% | +77.5% | -66.8% | -4.0% |
| 3Y | +57.5% | +49.5% | +8.1% | +36.5% |
| All | +57.5% | +46.0% | +11.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling