-19.3%
RMD vs SWK
-38.7%
+19.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -5.0% | -0.4% | -4.5% | -4.9% |
| 30D | +2.2% | -5.7% | +7.9% | +3.8% |
| 3M | +17.8% | +24.1% | -6.2% | +10.8% |
| 6M | -11.3% | +24.7% | -36.0% | -17.1% |
| YTD | -4.4% | +33.9% | -38.4% | -12.7% |
| 1Y | -15.7% | +34.7% | -50.4% | -23.4% |
| 3Y | +47.7% | +15.3% | +32.5% | +35.8% |
| All | -19.3% | -38.7% | +19.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling