+1,543.5%
SWK vs DD
+1,116.4%
+427.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.8% | +14.9% | +14.0% |
| 7D | +17.9% | +8.7% | +9.2% | +12.5% |
| 30D | +31.9% | +15.3% | +16.6% | +22.3% |
| 3M | +16.6% | +5.9% | +10.6% | +12.7% |
| 6M | +61.1% | +11.6% | +49.6% | +51.3% |
| YTD | +64.2% | +26.5% | +37.7% | +44.8% |
| 1Y | +85.2% | +35.4% | +49.8% | +58.1% |
| 3Y | +50.2% | +82.7% | -32.5% | +10.5% |
| 5Y | -22.8% | +66.3% | -89.1% | -40.7% |
| 10Y | +35.8% | +95.5% | -59.8% | -6.7% |
| All | +1,543.5% | +1,116.4% | +427.1% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling