-25.3%
SWK vs DD
+58.5%
-83.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.2% |
| 7D | +11.0% | +4.6% | +6.4% | +6.6% |
| 30D | +30.1% | +11.8% | +18.3% | +18.9% |
| 3M | +14.7% | +2.2% | +12.5% | +11.9% |
| 6M | +44.5% | -1.6% | +46.1% | +44.4% |
| YTD | +59.4% | +23.0% | +36.4% | +33.8% |
| 1Y | +77.5% | +26.9% | +50.6% | +45.5% |
| 3Y | +49.5% | +77.9% | -28.4% | -6.6% |
| All | -25.3% | +58.5% | -83.7% | -50.3% |
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