+465.9%
SWK vs RCAT
-100.0%
+565.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -10.3% | +23.4% | +13.1% |
| 7D | +17.9% | -18.5% | +36.4% | +18.0% |
| 30D | +31.9% | -37.0% | +68.9% | +32.1% |
| 3M | +16.6% | -54.9% | +71.4% | +16.8% |
| 6M | +61.1% | -63.6% | +124.8% | +61.5% |
| YTD | +64.2% | -49.6% | +113.8% | +64.3% |
| 1Y | +85.2% | -57.8% | +143.0% | +85.4% |
| 3Y | +50.2% | +332.4% | -282.2% | +49.3% |
| 5Y | -22.8% | +48.1% | -71.0% | -23.2% |
| 10Y | +35.8% | -99.6% | +135.4% | +32.3% |
| All | +465.9% | -100.0% | +565.9% | +404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling