+6.8%
DLTR vs SWK
-30.7%
+37.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +5.3% | -1.4% | +6.7% | +5.8% |
| 30D | +13.4% | +25.5% | -12.0% | +5.6% |
| 3M | +6.6% | +11.8% | -5.2% | +2.8% |
| 6M | +59.1% | +48.7% | +10.4% | +39.7% |
| YTD | +12.3% | +57.2% | -44.9% | -3.6% |
| 1Y | +33.9% | +75.3% | -41.4% | +11.1% |
| 3Y | +23.0% | +51.9% | -28.9% | +3.8% |
| All | +6.8% | -30.7% | +37.5% | +18.1% |
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