+28.4%
SWK vs DVA
+34.3%
-5.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -0.4% | +1.8% | -2.3% | -0.8% |
| 30D | -5.7% | -2.5% | -3.2% | -5.3% |
| 3M | +24.1% | -4.3% | +28.3% | +23.1% |
| 6M | +24.7% | +18.9% | +5.8% | +16.2% |
| YTD | +33.9% | +61.9% | -28.0% | +14.5% |
| All | +28.4% | +34.3% | -5.9% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling