+2.8%
RDW vs SWK
-36.2%
+39.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -3.3% |
| 7D | +3.6% | -4.6% | +8.1% | +6.5% |
| 30D | -18.4% | -9.9% | -8.5% | -13.0% |
| 3M | -32.1% | +15.4% | -47.5% | -38.3% |
| 6M | +10.9% | +25.0% | -14.1% | -4.5% |
| YTD | +40.8% | +27.2% | +13.6% | +19.5% |
| 1Y | +31.1% | +24.6% | +6.5% | +13.1% |
| 3Y | +245.2% | +13.7% | +231.5% | +201.6% |
| 5Y | -16.7% | -41.5% | +24.8% | -16.1% |
| All | +2.8% | -36.2% | +39.0% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling