+850.1%
SWK vs DGX
+9,745.8%
-8,895.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | +10.7% | +3.5% | +7.1% | +9.7% |
| 30D | +33.3% | +12.4% | +20.9% | +29.0% |
| 3M | +14.7% | +9.3% | +5.3% | +11.7% |
| 6M | +48.5% | +39.7% | +8.9% | +34.2% |
| YTD | +63.9% | +52.2% | +11.7% | +44.2% |
| 1Y | +80.4% | +47.1% | +33.3% | +60.2% |
| 3Y | +58.1% | +108.8% | -50.6% | +25.9% |
| 5Y | -24.5% | +101.4% | -125.9% | -39.5% |
| 10Y | +29.5% | +293.1% | -263.6% | -13.4% |
| All | +850.1% | +9,745.8% | -8,895.7% | +306.9% |
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