-24.6%
SWK vs DD
+59.7%
-84.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.3% | +0.2% |
| 7D | +11.3% | +3.1% | +8.2% | +7.9% |
| 30D | +28.1% | +8.7% | +19.4% | +19.5% |
| 3M | +12.6% | -1.2% | +13.8% | +12.7% |
| 6M | +51.7% | -1.1% | +52.8% | +50.9% |
| YTD | +60.0% | +21.7% | +38.3% | +35.4% |
| 1Y | +72.7% | +24.0% | +48.6% | +44.0% |
| 3Y | +46.3% | +75.6% | -29.3% | -7.7% |
| 5Y | -24.6% | +58.2% | -82.8% | -49.0% |
| All | -24.6% | +59.7% | -84.4% | -49.0% |
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 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