+62.8%
DOCS vs SWK
+50.4%
+12.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.1% | -6.8% | +2.6% |
| 7D | +1.2% | +17.9% | -16.7% | -3.5% |
| 30D | +21.3% | +31.9% | -10.6% | +12.0% |
| 3M | +58.4% | +16.6% | +41.8% | +51.5% |
| 6M | +39.3% | +61.1% | -21.8% | +21.6% |
| YTD | -21.7% | +64.2% | -85.9% | -33.3% |
| 1Y | -47.3% | +85.2% | -132.5% | -57.2% |
| All | +62.8% | +50.4% | +12.4% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling