-36.7%
SWK vs DD
+61.3%
-98.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -0.4% | -3.5% | +3.1% | +2.2% |
| 30D | -5.7% | -10.3% | +4.6% | +2.0% |
| 3M | +24.1% | -7.5% | +31.6% | +31.1% |
| 6M | +24.7% | -8.0% | +32.7% | +31.8% |
| YTD | +33.9% | +10.5% | +23.5% | +23.0% |
| 1Y | +34.7% | +38.3% | -3.6% | +4.2% |
| 3Y | +15.3% | +42.5% | -27.2% | -14.0% |
| All | -36.7% | +61.3% | -98.0% | -56.6% |
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 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