+54.0%
SWK vs DOC
+43.5%
+10.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.1% | +10.0% | +11.3% |
| 7D | +17.9% | +8.7% | +9.2% | +12.8% |
| 30D | +31.9% | +7.6% | +24.3% | +26.8% |
| 3M | +16.6% | -5.3% | +21.8% | +19.9% |
| 6M | +61.1% | +27.6% | +33.5% | +38.6% |
| YTD | +64.2% | +32.4% | +31.8% | +35.7% |
| 1Y | +85.2% | +22.9% | +62.4% | +61.2% |
| All | +54.0% | +43.5% | +10.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling