-24.6%
SWK vs RCAT
+25.6%
-50.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.9% | +12.3% | -1.7% |
| 7D | +11.3% | -32.6% | +43.8% | +13.6% |
| 30D | +28.1% | -46.3% | +74.4% | +32.5% |
| 3M | +12.6% | -60.7% | +73.3% | +18.4% |
| 6M | +51.7% | -67.4% | +119.1% | +59.9% |
| YTD | +60.0% | -57.1% | +117.0% | +63.4% |
| 1Y | +72.7% | -63.8% | +136.5% | +77.5% |
| 3Y | +46.3% | +268.1% | -221.8% | +29.4% |
| 5Y | -24.6% | +25.2% | -49.8% | -27.7% |
| All | -24.6% | +25.6% | -50.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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