+85.2%
SWK vs DD
+49.3%
+35.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.8% | +14.9% | +14.2% |
| 7D | +17.9% | +8.7% | +9.2% | +10.9% |
| 30D | +31.9% | +15.3% | +16.6% | +19.0% |
| 3M | +16.6% | +5.9% | +10.6% | +11.6% |
| 6M | +61.1% | +11.6% | +49.6% | +47.0% |
| YTD | +64.2% | +26.5% | +37.7% | +30.5% |
| 1Y | +85.2% | +35.4% | +49.8% | +37.9% |
| All | +85.2% | +49.3% | +35.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling