+21.9%
SWK vs RRC
+71.8%
-49.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | +24.6% | +21.1% | +3.5% | +20.3% |
| 3M | +10.8% | +28.4% | -17.6% | +5.9% |
| 6M | +46.1% | +26.5% | +19.6% | +39.5% |
| YTD | +56.8% | +47.0% | +9.8% | +45.3% |
| 1Y | +72.7% | +35.2% | +37.5% | +62.0% |
| 3Y | +49.9% | +61.0% | -11.1% | +34.9% |
| 5Y | -30.9% | +133.6% | -164.5% | -43.2% |
| All | +21.9% | +71.8% | -49.9% | -21.7% |
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