+82.3%
DT vs SWK
-1.2%
+83.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -7.5% | +11.3% | -18.8% | -11.0% |
| 30D | -31.5% | +31.5% | -63.0% | -37.7% |
| 3M | -14.0% | +14.4% | -28.4% | -18.2% |
| 6M | +6.9% | +46.4% | -39.6% | -7.1% |
| YTD | +0.3% | +61.6% | -61.2% | -17.2% |
| 1Y | -6.9% | +78.7% | -85.7% | -26.2% |
| 3Y | -13.9% | +54.4% | -68.3% | -32.1% |
| 5Y | -39.9% | -25.3% | -14.6% | -37.9% |
| All | +82.3% | -1.2% | +83.5% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling