+3.4%
SWK vs DVA
+187.2%
-183.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.4% | +1.8% | -2.3% | -1.0% |
| 30D | -5.7% | -2.5% | -3.2% | -5.1% |
| 3M | +24.1% | -4.3% | +28.3% | +24.3% |
| 6M | +24.7% | +18.9% | +5.8% | +15.6% |
| YTD | +33.9% | +61.9% | -28.0% | +11.2% |
| 1Y | +34.7% | +35.7% | -1.0% | +18.5% |
| 3Y | +15.3% | +78.6% | -63.4% | -9.9% |
| 5Y | -39.3% | +39.2% | -78.5% | -50.0% |
| All | +3.4% | +187.2% | -183.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling