+49.5%
SWK vs DTE
+49.5%
0.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | +11.0% | -0.3% | +11.3% | +11.4% |
| 30D | +30.1% | +6.2% | +23.9% | +26.2% |
| 3M | +14.7% | -2.6% | +17.3% | +16.3% |
| 6M | +44.5% | -3.5% | +48.0% | +46.9% |
| YTD | +59.4% | +7.4% | +52.0% | +51.3% |
| 1Y | +77.5% | +4.2% | +73.3% | +71.4% |
| 3Y | +49.5% | +51.7% | -2.3% | +5.0% |
| All | +49.5% | +49.5% | 0.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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