-25.3%
SWK vs DBX
+14.3%
-39.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | +11.3% | -7.3% | +18.6% | +13.7% |
| 30D | +31.5% | -5.7% | +37.2% | +33.6% |
| 3M | +14.4% | -6.3% | +20.8% | +15.9% |
| 6M | +46.4% | +12.1% | +34.3% | +39.5% |
| YTD | +61.6% | +16.5% | +45.0% | +50.9% |
| 1Y | +78.7% | +6.1% | +72.7% | +72.4% |
| 3Y | +54.4% | +21.8% | +32.6% | +33.5% |
| 5Y | -25.3% | +19.1% | -44.4% | -36.8% |
| All | -25.3% | +14.3% | -39.6% | -36.8% |
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