-4.1%
SWK vs DBX
+15.6%
-19.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -0.6% |
| 30D | +25.5% | -5.9% | +31.3% | +27.5% |
| 3M | +11.8% | -6.7% | +18.5% | +13.4% |
| 6M | +48.7% | +28.0% | +20.7% | +36.7% |
| YTD | +57.2% | +20.6% | +36.6% | +45.7% |
| 1Y | +75.3% | +10.3% | +65.0% | +66.6% |
| 3Y | +51.9% | +24.0% | +27.9% | +35.2% |
| 5Y | -30.7% | +24.2% | -55.0% | -39.7% |
| All | -4.1% | +15.6% | -19.7% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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