+82.1%
DT vs SWK
-2.5%
+84.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | +11.0% | -35.7% | -27.4% |
| 30D | -27.4% | +30.1% | -57.4% | -33.7% |
| 3M | -11.1% | +14.7% | -25.8% | -15.6% |
| 6M | +13.7% | +44.5% | -30.8% | -0.7% |
| YTD | +0.2% | +59.4% | -59.1% | -16.9% |
| 1Y | -5.7% | +77.5% | -83.2% | -25.1% |
| 3Y | -8.1% | +49.5% | -57.6% | -26.7% |
| 5Y | -43.1% | -24.9% | -18.2% | -41.3% |
| All | +82.1% | -2.5% | +84.7% | +54.0% |
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 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