+29.5%
SWK vs DAR
+288.2%
-258.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +1.0% |
| 7D | +10.7% | -2.8% | +13.4% | +11.7% |
| 30D | +33.3% | -12.8% | +46.2% | +39.9% |
| 3M | +14.7% | -11.6% | +26.2% | +18.7% |
| 6M | +48.5% | -16.8% | +65.3% | +56.2% |
| YTD | +63.9% | +45.9% | +18.0% | +35.5% |
| 1Y | +80.4% | +61.5% | +18.9% | +42.6% |
| 3Y | +58.1% | +23.0% | +35.2% | +32.8% |
| 5Y | -24.5% | -35.8% | +11.4% | -20.5% |
| 10Y | +29.5% | +280.4% | -250.9% | -46.7% |
| All | +29.5% | +288.2% | -258.8% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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