+29.2%
SWK vs RL
+362.4%
-333.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.8% | +1.0% |
| 7D | +11.3% | -4.7% | +15.9% | +13.9% |
| 30D | +28.1% | +3.6% | +24.5% | +26.0% |
| 3M | +12.6% | +0.5% | +12.0% | +11.9% |
| 6M | +51.7% | +6.6% | +45.1% | +45.7% |
| YTD | +60.0% | +8.8% | +51.1% | +52.0% |
| 1Y | +72.7% | +21.8% | +50.9% | +55.4% |
| 3Y | +46.3% | +245.8% | -199.5% | -21.2% |
| 5Y | -24.6% | +230.0% | -254.6% | -59.6% |
| All | +29.2% | +362.4% | -333.2% | -43.1% |
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