+824.0%
SWK vs DGX
+9,592.6%
-8,768.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +11.0% | +1.5% | +9.5% | +10.6% |
| 30D | +30.1% | +12.6% | +17.5% | +25.7% |
| 3M | +14.7% | +7.6% | +7.1% | +12.2% |
| 6M | +44.5% | +36.2% | +8.3% | +31.5% |
| YTD | +59.4% | +49.8% | +9.6% | +40.9% |
| 1Y | +77.5% | +47.3% | +30.3% | +57.6% |
| 3Y | +49.5% | +102.1% | -52.6% | +20.2% |
| 5Y | -24.9% | +100.3% | -125.2% | -39.8% |
| 10Y | +31.8% | +283.1% | -251.4% | -11.3% |
| All | +824.0% | +9,592.6% | -8,768.6% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling