+34.2%
DIS vs SWK
+29.6%
+4.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | +11.0% | -5.8% | +0.9% |
| 30D | +11.5% | +30.1% | -18.6% | +0.6% |
| 3M | +11.5% | +14.7% | -3.1% | +5.3% |
| 6M | +8.9% | +44.5% | -35.6% | -6.7% |
| YTD | +3.4% | +59.4% | -56.0% | -15.5% |
| 1Y | +7.2% | +77.5% | -70.3% | -16.2% |
| 3Y | +43.3% | +49.5% | -6.1% | +13.8% |
| 5Y | -31.4% | -24.9% | -6.5% | -30.2% |
| All | +34.2% | +29.6% | +4.6% | +5.0% |
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