+21.9%
SWK vs DD
+98.3%
-76.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.8% |
| 7D | -2.0% | +6.7% | -8.7% | -6.4% |
| 30D | +24.6% | +19.4% | +5.2% | +9.1% |
| 3M | +10.8% | +7.6% | +3.2% | +4.3% |
| 6M | +46.1% | +2.9% | +43.2% | +41.5% |
| YTD | +56.8% | +29.9% | +27.0% | +28.2% |
| 1Y | +72.7% | +28.6% | +44.1% | +42.2% |
| 3Y | +49.9% | +90.0% | -40.1% | -7.4% |
| 5Y | -30.9% | +68.1% | -99.0% | -54.3% |
| All | +21.9% | +98.3% | -76.4% | -36.2% |
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