-5.4%
RMD vs SWK
+77.0%
-82.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +3.1% | +11.3% | -8.2% | +0.1% |
| 30D | +1.8% | +31.5% | -29.7% | -4.9% |
| 3M | +6.7% | +14.4% | -7.7% | +2.9% |
| 6M | +13.9% | +46.4% | -32.5% | +3.3% |
| YTD | -2.0% | +61.6% | -63.6% | -15.5% |
| 1Y | -5.4% | +78.7% | -84.1% | -21.9% |
| All | -5.4% | +77.0% | -82.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling