+51.6%
SWK vs DTE
+56.5%
-4.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | -2.0% | +3.2% | -5.2% | -3.7% |
| 30D | +24.6% | +8.5% | +16.1% | +19.4% |
| 3M | +10.8% | +1.3% | +9.5% | +9.9% |
| 6M | +46.1% | -0.7% | +46.8% | +46.1% |
| YTD | +56.8% | +10.6% | +46.2% | +46.4% |
| 1Y | +72.7% | +2.6% | +70.1% | +68.5% |
| All | +51.6% | +56.5% | -4.9% | +4.7% |
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