-36.6%
DT vs SWK
-30.7%
-6.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | -1.4% | +4.5% | +3.5% |
| 30D | -29.5% | +25.5% | -55.0% | -34.1% |
| 3M | -11.7% | +11.8% | -23.5% | -14.8% |
| 6M | +29.0% | +48.7% | -19.7% | +14.1% |
| YTD | +3.4% | +57.2% | -53.8% | -11.5% |
| 1Y | -4.2% | +75.3% | -79.5% | -21.1% |
| 3Y | -12.8% | +51.9% | -64.8% | -29.5% |
| All | -36.6% | -30.7% | -6.0% | -30.4% |
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