-24.6%
SWK vs RRC
+129.3%
-154.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.0% |
| 7D | +11.3% | -6.9% | +18.1% | +12.4% |
| 30D | +28.1% | +25.4% | +2.7% | +22.6% |
| 3M | +12.6% | +31.9% | -19.3% | +6.7% |
| 6M | +51.7% | +17.2% | +34.5% | +46.3% |
| YTD | +60.0% | +43.4% | +16.6% | +47.2% |
| 1Y | +72.7% | +36.7% | +35.9% | +60.1% |
| 3Y | +46.3% | +38.8% | +7.5% | +32.8% |
| 5Y | -24.6% | +118.3% | -142.9% | -34.8% |
| All | -24.6% | +129.3% | -154.0% | -34.8% |
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 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