+28.7%
SWK vs RRC
+59.4%
-30.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | +11.0% | -10.8% | +21.8% | +12.9% |
| 30D | +30.1% | +22.3% | +7.7% | +25.5% |
| 3M | +14.7% | +26.6% | -12.0% | +9.9% |
| 6M | +44.5% | +18.9% | +25.6% | +39.4% |
| YTD | +59.4% | +39.2% | +20.2% | +49.0% |
| 1Y | +77.5% | +34.0% | +43.6% | +66.8% |
| 3Y | +49.5% | +42.0% | +7.4% | +37.3% |
| 5Y | -24.9% | +111.9% | -136.8% | -37.2% |
| All | +28.7% | +59.4% | -30.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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