+7.2%
DIS vs SWK
+71.2%
-64.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | +11.0% | -5.8% | +2.4% |
| 30D | +11.5% | +30.1% | -18.6% | +4.5% |
| 3M | +11.5% | +14.7% | -3.1% | +7.7% |
| 6M | +8.9% | +44.5% | -35.6% | -1.7% |
| YTD | +3.4% | +59.4% | -56.0% | -8.5% |
| 1Y | +7.2% | +77.5% | -70.3% | -8.4% |
| All | +7.2% | +71.2% | -64.0% | -8.4% |
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