-42.7%
DT vs SWK
-25.4%
-17.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.0% | -5.9% |
| 7D | -28.3% | +11.3% | -39.6% | -30.5% |
| 30D | -28.4% | +28.1% | -56.5% | -33.4% |
| 3M | -14.1% | +12.6% | -26.7% | -17.2% |
| 6M | +13.2% | +51.7% | -38.6% | -0.5% |
| YTD | +0.8% | +60.0% | -59.1% | -14.1% |
| 1Y | -7.8% | +72.7% | -80.5% | -23.6% |
| 3Y | -8.3% | +46.3% | -54.6% | -24.3% |
| 5Y | -42.7% | -24.6% | -18.1% | -39.5% |
| All | -42.7% | -25.4% | -17.3% | -39.5% |
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 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