+55.1%
SWK vs DVA
+116.5%
-61.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.4% |
| 7D | -2.3% | -4.8% | +2.5% | -1.0% |
| 30D | +30.4% | +0.9% | +29.5% | +29.9% |
| 3M | +12.1% | +2.9% | +9.2% | +11.0% |
| 6M | +49.1% | -7.8% | +56.8% | +49.7% |
| YTD | +60.4% | +61.5% | -1.1% | +32.2% |
| 1Y | +78.3% | +50.1% | +28.2% | +51.1% |
| All | +55.1% | +116.5% | -61.4% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling