-22.9%
RDW vs SWK
-21.4%
-1.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.0% |
| 7D | +29.7% | -2.0% | +31.7% | +31.5% |
| 30D | -12.3% | +24.6% | -36.9% | -24.3% |
| 3M | -40.5% | +10.8% | -51.3% | -44.8% |
| 6M | -30.5% | +46.1% | -76.6% | -45.9% |
| YTD | +5.7% | +56.8% | -51.2% | -22.2% |
| 1Y | +34.5% | +72.7% | -38.2% | -6.6% |
| 3Y | +229.1% | +49.9% | +179.2% | +141.2% |
| 5Y | -28.6% | -30.9% | +2.3% | -37.8% |
| All | -22.9% | -21.4% | -1.5% | -35.4% |
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 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