+0.8%
SWK vs DGX
+241.2%
-240.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | -8.9% | -1.2% | -7.7% | -8.3% |
| 3M | +20.5% | +19.9% | +0.6% | +8.9% |
| 6M | +27.1% | +19.2% | +7.9% | +15.0% |
| YTD | +30.2% | +37.5% | -7.3% | +8.6% |
| 1Y | +24.8% | +31.3% | -6.5% | +6.3% |
| 3Y | +16.3% | +96.6% | -80.3% | -22.7% |
| 5Y | -40.1% | +64.3% | -104.4% | -56.7% |
| 10Y | +0.8% | +241.1% | -240.3% | -52.5% |
| All | +0.8% | +241.2% | -240.5% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling