-29.9%
SWK vs DTE
+46.4%
-76.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.4% | +3.4% | -4.8% | -3.2% |
| 30D | +25.5% | +8.9% | +16.6% | +20.1% |
| 3M | +11.8% | +1.1% | +10.7% | +11.2% |
| 6M | +48.7% | +0.1% | +48.6% | +48.3% |
| YTD | +57.2% | +11.1% | +46.1% | +47.5% |
| 1Y | +75.3% | +4.9% | +70.3% | +69.6% |
| 3Y | +51.9% | +58.6% | -6.6% | +16.2% |
| All | -29.9% | +46.4% | -76.3% | -47.2% |
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