+11,144.7%
DLTR vs SWK
+1,022.1%
+10,122.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +2.1% | -5.7% | +7.8% | +4.0% |
| 3M | +20.3% | +24.1% | -3.8% | +11.2% |
| 6M | +11.5% | +24.7% | -13.2% | +2.3% |
| YTD | +6.8% | +33.9% | -27.1% | -4.5% |
| 1Y | +31.1% | +34.7% | -3.6% | +16.7% |
| 3Y | +10.7% | +15.3% | -4.6% | +0.2% |
| 5Y | +41.6% | -39.3% | +80.9% | +54.4% |
| 10Y | +58.1% | +2.5% | +55.6% | +32.7% |
| All | +11,144.7% | +1,022.1% | +10,122.7% | +3,257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling