+29.2%
SWK vs DAR
+272.5%
-243.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.4% |
| 7D | +11.3% | -8.1% | +19.3% | +14.7% |
| 30D | +28.1% | -17.1% | +45.2% | +37.0% |
| 3M | +12.6% | -12.3% | +24.9% | +16.7% |
| 6M | +51.7% | -21.8% | +73.5% | +63.4% |
| YTD | +60.0% | +40.8% | +19.1% | +34.1% |
| 1Y | +72.7% | +57.4% | +15.3% | +37.8% |
| 3Y | +46.3% | +12.1% | +34.2% | +27.7% |
| 5Y | -24.6% | -40.2% | +15.6% | -18.2% |
| All | +29.2% | +272.5% | -243.3% | -46.1% |
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