-25.3%
SWK vs DVA
+75.9%
-101.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +11.0% | +2.1% | +9.0% | +10.5% |
| 30D | +30.1% | +8.2% | +21.8% | +27.5% |
| 3M | +14.7% | +5.9% | +8.7% | +12.8% |
| 6M | +44.5% | -1.3% | +45.8% | +43.1% |
| YTD | +59.4% | +68.4% | -9.0% | +35.1% |
| 1Y | +77.5% | +57.5% | +20.1% | +53.3% |
| 3Y | +49.5% | +142.3% | -92.8% | +16.2% |
| All | -25.3% | +75.9% | -101.2% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling