-2.8%
SWK vs DBX
+19.5%
-22.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.5% |
| 7D | +11.0% | -4.4% | +15.4% | +12.5% |
| 30D | +30.1% | +4.8% | +25.3% | +28.5% |
| 3M | +14.7% | +0.3% | +14.3% | +14.0% |
| 6M | +44.5% | +40.4% | +4.1% | +28.9% |
| YTD | +59.4% | +24.7% | +34.7% | +46.6% |
| 1Y | +77.5% | +20.9% | +56.6% | +64.2% |
| 3Y | +49.5% | +34.5% | +15.0% | +30.0% |
| 5Y | -24.9% | +24.6% | -49.5% | -34.6% |
| All | -2.8% | +19.5% | -22.3% | -26.9% |
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