+821.5%
SWK vs DVA
+5,194.7%
-4,373.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.4% | +1.8% | -2.3% | -0.7% |
| 30D | -5.7% | -2.5% | -3.2% | -5.4% |
| 3M | +24.1% | -4.3% | +28.3% | +24.4% |
| 6M | +24.7% | +18.9% | +5.8% | +20.1% |
| YTD | +33.9% | +61.9% | -28.0% | +22.0% |
| 1Y | +34.7% | +35.7% | -1.0% | +26.3% |
| 3Y | +15.3% | +78.6% | -63.4% | +2.3% |
| 5Y | -39.3% | +39.2% | -78.5% | -44.9% |
| 10Y | +2.5% | +184.0% | -181.5% | -17.3% |
| All | +821.5% | +5,194.7% | -4,373.1% | +497.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling