-22.8%
SWK vs RACE
+75.5%
-98.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.3% | +8.8% | +11.1% |
| 7D | +17.9% | +9.9% | +8.0% | +12.9% |
| 30D | +31.9% | +12.8% | +19.2% | +24.9% |
| 3M | +16.6% | +7.4% | +9.2% | +12.7% |
| 6M | +61.1% | +27.6% | +33.5% | +43.2% |
| YTD | +64.2% | +18.4% | +45.8% | +50.2% |
| 1Y | +85.2% | +9.5% | +75.7% | +75.4% |
| 3Y | +50.2% | +33.9% | +16.3% | +20.5% |
| 5Y | -22.8% | +74.9% | -97.7% | -50.2% |
| All | -22.8% | +75.5% | -98.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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