+22.4%
SWK vs DD
+100.9%
-78.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.2% |
| 7D | +11.3% | +2.2% | +9.1% | +9.3% |
| 30D | +31.5% | +20.7% | +10.8% | +14.3% |
| 3M | +14.4% | +11.3% | +3.1% | +5.2% |
| 6M | +46.4% | +6.0% | +40.5% | +38.9% |
| YTD | +61.6% | +31.7% | +29.9% | +30.8% |
| 1Y | +78.7% | +32.2% | +46.5% | +44.3% |
| 3Y | +54.4% | +92.7% | -38.3% | -5.6% |
| 5Y | -25.3% | +72.1% | -97.4% | -51.3% |
| 10Y | +22.4% | +99.7% | -77.3% | -36.9% |
| All | +22.4% | +100.9% | -78.5% | -36.9% |
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 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