+54.3%
DIA vs SWK
-25.4%
+79.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.9% |
| 7D | -1.6% | +11.3% | -12.9% | -4.2% |
| 30D | 0.0% | +28.1% | -28.1% | -5.9% |
| 3M | -4.9% | +12.6% | -17.5% | -7.8% |
| 6M | +5.0% | +51.7% | -46.7% | -5.5% |
| YTD | +8.2% | +60.0% | -51.8% | -4.4% |
| 1Y | +10.3% | +72.7% | -62.4% | -4.5% |
| 3Y | +58.4% | +46.3% | +12.1% | +37.8% |
| 5Y | +54.3% | -24.6% | +79.0% | +56.9% |
| All | +54.3% | -25.4% | +79.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling