0.0%
SWK vs DBX
+12.3%
-12.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +4.5% |
| 7D | +10.7% | -8.6% | +19.3% | +13.4% |
| 30D | +33.3% | -5.2% | +38.5% | +35.3% |
| 3M | +14.7% | -6.4% | +21.1% | +16.1% |
| 6M | +48.5% | +12.7% | +35.8% | +41.6% |
| YTD | +63.9% | +17.2% | +46.7% | +53.1% |
| 1Y | +80.4% | +5.5% | +74.9% | +73.7% |
| 3Y | +58.1% | +24.1% | +34.0% | +40.5% |
| 5Y | -24.5% | +14.2% | -38.7% | -32.7% |
| All | 0.0% | +12.3% | -12.4% | -23.6% |
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