-31.2%
DIS vs SWK
-25.4%
-5.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.6% |
| 7D | +5.7% | +11.3% | -5.6% | +1.7% |
| 30D | +12.7% | +28.1% | -15.4% | +3.3% |
| 3M | +15.2% | +12.6% | +2.6% | +10.1% |
| 6M | +17.6% | +51.7% | -34.2% | +0.8% |
| YTD | +3.8% | +60.0% | -56.1% | -13.4% |
| 1Y | +6.8% | +72.7% | -65.9% | -13.5% |
| 3Y | +42.1% | +46.3% | -4.2% | +15.8% |
| 5Y | -31.2% | -24.6% | -6.5% | -33.3% |
| All | -31.2% | -25.4% | -5.7% | -33.3% |
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