-25.3%
SWK vs RRC
+110.6%
-135.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | +11.0% | -10.8% | +21.8% | +13.0% |
| 30D | +30.1% | +22.3% | +7.7% | +25.0% |
| 3M | +14.7% | +26.6% | -12.0% | +9.4% |
| 6M | +44.5% | +18.9% | +25.6% | +38.9% |
| YTD | +59.4% | +39.2% | +20.2% | +47.3% |
| 1Y | +77.5% | +34.0% | +43.6% | +65.1% |
| 3Y | +49.5% | +42.0% | +7.4% | +35.0% |
| All | -25.3% | +110.6% | -135.9% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling