-29.9%
SWK vs DD
+67.2%
-97.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -1.4% | +5.0% | -6.3% | -4.9% |
| 30D | +25.5% | +19.7% | +5.8% | +9.0% |
| 3M | +11.8% | +7.2% | +4.6% | +5.3% |
| 6M | +48.7% | +1.0% | +47.7% | +45.9% |
| YTD | +57.2% | +29.1% | +28.1% | +27.3% |
| 1Y | +75.3% | +28.5% | +46.8% | +42.4% |
| 3Y | +51.9% | +89.4% | -37.5% | -9.4% |
| All | -29.9% | +67.2% | -97.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling