+28.7%
SWK vs RBA
+224.6%
-195.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.2% |
| 7D | +11.0% | +4.3% | +6.8% | +9.2% |
| 30D | +30.1% | +16.3% | +13.7% | +22.1% |
| 3M | +14.7% | +1.3% | +13.3% | +13.7% |
| 6M | +44.5% | -11.1% | +55.6% | +50.2% |
| YTD | +59.4% | -8.5% | +67.8% | +62.6% |
| 1Y | +77.5% | -2.1% | +79.7% | +76.1% |
| 3Y | +49.5% | +44.6% | +4.9% | +24.6% |
| 5Y | -24.9% | +36.8% | -61.7% | -37.8% |
| All | +28.7% | +224.6% | -195.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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