+355.6%
RMD vs SWK
+18.1%
+337.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | -1.4% | +3.5% | +2.5% |
| 30D | +2.1% | +25.5% | -23.4% | -4.7% |
| 3M | +6.2% | +11.8% | -5.5% | +2.5% |
| 6M | +19.4% | +48.7% | -29.3% | +5.3% |
| YTD | +0.5% | +57.2% | -56.7% | -13.5% |
| 1Y | -3.9% | +75.3% | -79.2% | -20.2% |
| 3Y | +72.5% | +51.9% | +20.6% | +44.2% |
| 5Y | -1.5% | -30.7% | +29.2% | +2.6% |
| All | +355.6% | +18.1% | +337.5% | +245.9% |
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