+77.5%
SWK vs DD
+26.6%
+50.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +11.0% | +4.6% | +6.4% | +7.0% |
| 30D | +30.1% | +11.8% | +18.3% | +19.7% |
| 3M | +14.7% | +2.2% | +12.5% | +12.3% |
| 6M | +44.5% | -1.6% | +46.1% | +44.7% |
| YTD | +59.4% | +23.0% | +36.4% | +29.3% |
| 1Y | +77.5% | +26.9% | +50.6% | +40.0% |
| All | +77.5% | +26.6% | +50.9% | +40.0% |
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