+1,240.6%
SWK vs RGEN
+1,576.0%
-335.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.4% | -4.9% | +4.5% | -0.2% |
| 30D | -5.7% | +5.7% | -11.4% | -6.0% |
| 3M | +24.1% | +32.4% | -8.4% | +22.1% |
| 6M | +24.7% | +33.2% | -8.5% | +22.5% |
| YTD | +33.9% | +2.3% | +31.7% | +33.4% |
| 1Y | +34.7% | +39.0% | -4.3% | +31.9% |
| 3Y | +15.3% | -4.6% | +19.9% | +14.4% |
| 5Y | -39.3% | -42.7% | +3.4% | -38.9% |
| 10Y | +2.5% | +433.6% | -431.1% | -5.8% |
| All | +1,240.6% | +1,576.0% | -335.4% | +994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling