-29.9%
SWK vs DBX
+24.0%
-53.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.5% |
| 6M | +48.7% | +28.0% | +20.7% | +35.9% |
| YTD | +57.2% | +20.6% | +36.6% | +45.3% |
| 1Y | +75.3% | +10.3% | +65.0% | +67.1% |
| 3Y | +51.9% | +24.0% | +27.9% | +31.1% |
| All | -29.9% | +24.0% | -53.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling