+54.4%
SWK vs DBX
+23.9%
+30.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +11.3% | -7.3% | +18.6% | +12.8% |
| 30D | +31.5% | -5.7% | +37.2% | +32.8% |
| 3M | +14.4% | -6.3% | +20.8% | +15.4% |
| 6M | +46.4% | +12.1% | +34.3% | +42.6% |
| YTD | +61.6% | +16.5% | +45.0% | +56.1% |
| 1Y | +78.7% | +6.1% | +72.7% | +77.1% |
| 3Y | +54.4% | +21.8% | +32.6% | +40.5% |
| All | +54.4% | +23.9% | +30.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling