-36.7%
SWK vs RBA
+45.3%
-81.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.6% |
| 30D | -5.7% | -12.3% | +6.6% | -1.5% |
| 3M | +24.1% | -20.5% | +44.6% | +33.4% |
| 6M | +24.7% | -18.5% | +43.3% | +32.7% |
| YTD | +33.9% | -18.2% | +52.2% | +41.8% |
| 1Y | +34.7% | -27.5% | +62.2% | +48.5% |
| 3Y | +15.3% | +38.1% | -22.8% | +3.9% |
| All | -36.7% | +45.3% | -81.9% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling