-41.1%
DIS vs SWK
-38.7%
-2.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.6% | -0.4% | -2.1% | -2.4% |
| 30D | +3.5% | -5.7% | +9.2% | +5.5% |
| 3M | +6.8% | +24.1% | -17.2% | -1.6% |
| 6M | +3.0% | +24.7% | -21.7% | -5.8% |
| YTD | -6.7% | +33.9% | -40.7% | -17.1% |
| 1Y | -10.1% | +34.7% | -44.8% | -20.7% |
| 3Y | +33.0% | +15.3% | +17.8% | +18.3% |
| All | -41.1% | -38.7% | -2.4% | -38.7% |
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