-36.7%
SWK vs RACE
+93.6%
-130.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | -0.4% | -2.5% | +2.1% | +0.7% |
| 30D | -5.7% | +0.8% | -6.5% | -6.2% |
| 3M | +24.1% | +17.2% | +6.9% | +15.2% |
| 6M | +24.7% | +13.6% | +11.1% | +16.9% |
| YTD | +33.9% | +12.2% | +21.7% | +25.6% |
| 1Y | +34.7% | -16.3% | +50.9% | +43.6% |
| 3Y | +15.3% | +36.4% | -21.2% | -9.2% |
| All | -36.7% | +93.6% | -130.2% | -60.7% |
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