+49.6%
SWK vs RNG
+327.7%
-278.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.6% |
| 7D | -0.4% | +5.8% | -6.2% | -1.6% |
| 30D | -5.7% | +19.6% | -25.3% | -9.1% |
| 3M | +24.1% | +67.0% | -43.0% | +11.2% |
| 6M | +24.7% | +88.4% | -63.7% | +7.6% |
| YTD | +33.9% | +155.5% | -121.5% | +7.0% |
| 1Y | +34.7% | +141.7% | -107.0% | +8.5% |
| 3Y | +15.3% | +131.1% | -115.8% | -9.0% |
| 5Y | -39.3% | -70.6% | +31.3% | -37.8% |
| 10Y | +2.5% | +228.2% | -225.7% | -34.3% |
| All | +49.6% | +327.7% | -278.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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