+28.7%
SWK vs RL
+356.1%
-327.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | +11.0% | -4.2% | +15.2% | +13.4% |
| 30D | +30.1% | +4.3% | +25.8% | +27.5% |
| 3M | +14.7% | -4.6% | +19.3% | +17.0% |
| 6M | +44.5% | +1.7% | +42.8% | +41.9% |
| YTD | +59.4% | +7.3% | +52.0% | +52.4% |
| 1Y | +77.5% | +20.8% | +56.7% | +60.3% |
| 3Y | +49.5% | +247.0% | -197.5% | -19.6% |
| 5Y | -24.9% | +225.5% | -250.4% | -59.5% |
| All | +28.7% | +356.1% | -327.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling