+262.3%
RDW vs SWK
+15.2%
+247.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.8% | +9.5% | +8.6% |
| 7D | +9.5% | +0.1% | +9.3% | +9.1% |
| 30D | -17.4% | -8.9% | -8.4% | -12.0% |
| 3M | -39.5% | +20.5% | -60.0% | -47.3% |
| 6M | +31.3% | +27.1% | +4.2% | +10.3% |
| YTD | +47.8% | +30.2% | +17.6% | +21.3% |
| 1Y | +33.8% | +24.8% | +9.1% | +13.3% |
| 3Y | +262.3% | +16.3% | +246.0% | +201.5% |
| All | +262.3% | +15.2% | +247.1% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling