-36.7%
SWK vs DBX
+7.0%
-43.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | -5.7% | -0.5% | -5.2% | -5.8% |
| 3M | +24.1% | +28.1% | -4.0% | +14.5% |
| 6M | +24.7% | +33.1% | -8.4% | +12.3% |
| YTD | +33.9% | +25.3% | +8.7% | +23.1% |
| 1Y | +34.7% | +18.3% | +16.3% | +25.6% |
| 3Y | +15.3% | +25.0% | -9.7% | +0.6% |
| All | -36.7% | +7.0% | -43.6% | -47.0% |
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