+1,240.6%
SWK vs DD
+961.9%
+278.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.4% | -3.5% | +3.1% | +1.4% |
| 30D | -5.7% | -10.3% | +4.6% | -0.4% |
| 3M | +24.1% | -7.5% | +31.6% | +29.0% |
| 6M | +24.7% | -8.0% | +32.7% | +30.0% |
| YTD | +33.9% | +10.5% | +23.5% | +27.1% |
| 1Y | +34.7% | +38.3% | -3.6% | +14.0% |
| 3Y | +15.3% | +42.5% | -27.2% | -3.7% |
| 5Y | -39.3% | +60.2% | -99.5% | -52.3% |
| 10Y | +2.5% | +68.9% | -66.4% | -24.0% |
| All | +1,240.6% | +961.9% | +278.7% | +254.5% |
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