+4.4%
RDW vs SWK
-37.9%
+42.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +3.3% |
| 7D | +4.8% | -6.7% | +11.6% | +9.3% |
| 30D | -19.5% | -13.5% | -6.1% | -12.0% |
| 3M | -26.9% | +16.2% | -43.1% | -34.0% |
| 6M | +17.8% | +22.7% | -4.9% | +2.5% |
| YTD | +43.0% | +23.8% | +19.2% | +23.4% |
| 1Y | +32.1% | +20.9% | +11.2% | +16.0% |
| 3Y | +250.6% | +10.6% | +240.0% | +211.4% |
| 5Y | -6.6% | -42.5% | +35.8% | -4.6% |
| All | +4.4% | -37.9% | +42.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SWK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling