-36.7%
SWK vs DTE
+33.5%
-70.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -5.7% | -2.6% | -3.2% | -4.5% |
| 3M | +24.1% | -3.9% | +28.0% | +26.4% |
| 6M | +24.7% | -7.9% | +32.6% | +29.7% |
| YTD | +33.9% | +7.2% | +26.8% | +28.0% |
| 1Y | +34.7% | +3.1% | +31.6% | +31.3% |
| 3Y | +15.3% | +47.6% | -32.3% | -8.7% |
| All | -36.7% | +33.5% | -70.1% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling