+21.9%
DIS vs SWK
+2.4%
+19.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.6% | -0.4% | -2.1% | -2.4% |
| 30D | +3.5% | -5.7% | +9.2% | +5.7% |
| 3M | +6.8% | +24.1% | -17.2% | -2.5% |
| 6M | +3.0% | +24.7% | -21.7% | -6.7% |
| YTD | -6.7% | +33.9% | -40.7% | -18.1% |
| 1Y | -10.1% | +34.7% | -44.8% | -21.8% |
| 3Y | +33.0% | +15.3% | +17.8% | +17.2% |
| 5Y | -40.0% | -39.3% | -0.7% | -33.5% |
| All | +21.9% | +2.4% | +19.4% | +1.9% |
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 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