+3.3%
SWK vs RL
+313.2%
-309.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -5.7% | -7.8% | +2.0% | -2.3% |
| 3M | +24.1% | -4.0% | +28.1% | +26.2% |
| 6M | +24.7% | -1.9% | +26.6% | +24.8% |
| YTD | +33.9% | -0.2% | +34.1% | +32.8% |
| 1Y | +34.7% | +10.7% | +24.0% | +27.0% |
| 3Y | +15.3% | +210.8% | -195.5% | -34.6% |
| 5Y | -39.3% | +238.2% | -277.5% | -67.9% |
| All | +3.3% | +313.2% | -309.9% | -52.8% |
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