+34.7%
SWK vs DGX
+33.7%
+1.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -0.4% | -2.3% | +1.9% | +0.3% |
| 30D | -5.7% | +0.6% | -6.3% | -5.9% |
| 3M | +24.1% | +21.4% | +2.7% | +16.3% |
| 6M | +24.7% | +14.7% | +10.0% | +18.7% |
| YTD | +33.9% | +38.4% | -4.5% | +20.5% |
| 1Y | +34.7% | +34.0% | +0.7% | +21.3% |
| All | +34.7% | +33.7% | +1.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling