+676.5%
SWK vs DGX
+8,858.2%
-8,181.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.9% |
| 6M | +24.7% | +14.7% | +10.0% | +19.5% |
| YTD | +33.9% | +38.4% | -4.5% | +21.2% |
| 1Y | +34.7% | +34.0% | +0.7% | +22.9% |
| 3Y | +15.3% | +92.7% | -77.4% | -6.1% |
| 5Y | -39.3% | +67.7% | -107.0% | -48.8% |
| 10Y | +2.5% | +248.0% | -245.5% | -29.1% |
| All | +676.5% | +8,858.2% | -8,181.7% | +242.0% |
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