+28.7%
SWK vs DD
+87.9%
-59.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | +11.0% | +4.6% | +6.4% | +6.8% |
| 30D | +30.1% | +11.8% | +18.3% | +19.4% |
| 3M | +14.7% | +2.2% | +12.5% | +12.0% |
| 6M | +44.5% | -1.6% | +46.1% | +44.4% |
| YTD | +59.4% | +23.0% | +36.4% | +35.4% |
| 1Y | +77.5% | +26.9% | +50.6% | +47.5% |
| 3Y | +49.5% | +77.9% | -28.4% | -3.3% |
| 5Y | -24.9% | +59.9% | -84.8% | -48.5% |
| All | +28.7% | +87.9% | -59.2% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling