+17.5%
SWK vs RGEN
-3.7%
+21.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.4% | -4.9% | +4.5% | +1.1% |
| 30D | -5.7% | +5.7% | -11.4% | -7.6% |
| 3M | +24.1% | +32.4% | -8.4% | +12.1% |
| 6M | +24.7% | +33.2% | -8.5% | +11.4% |
| YTD | +33.9% | +2.3% | +31.7% | +30.5% |
| 1Y | +34.7% | +39.0% | -4.3% | +17.1% |
| All | +17.5% | -3.7% | +21.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling