+113.8%
RF vs SWK
+50.4%
+63.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.1% | -11.6% | -3.7% |
| 7D | +2.3% | +17.9% | -15.6% | -4.6% |
| 30D | +7.2% | +31.9% | -24.7% | -4.5% |
| 3M | -8.2% | +16.6% | -24.8% | -14.2% |
| 6M | +7.0% | +61.1% | -54.1% | -13.4% |
| YTD | +10.3% | +64.2% | -53.9% | -12.3% |
| 1Y | +25.1% | +85.2% | -60.1% | -6.0% |
| All | +113.8% | +50.4% | +63.4% | +57.4% |
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 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