+17.5%
SWK vs DVA
+79.7%
-62.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -0.4% | +1.8% | -2.3% | -0.9% |
| 30D | -5.7% | -2.5% | -3.2% | -5.2% |
| 3M | +24.1% | -4.3% | +28.3% | +23.9% |
| 6M | +24.7% | +18.9% | +5.8% | +17.0% |
| YTD | +33.9% | +61.9% | -28.0% | +15.0% |
| 1Y | +34.7% | +35.7% | -1.0% | +21.2% |
| All | +17.5% | +79.7% | -62.2% | +3.2% |
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 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