+29.5%
SWK vs RUN
+133.0%
-103.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.2% |
| 7D | +10.7% | +18.1% | -7.4% | +7.3% |
| 30D | +33.3% | +27.5% | +5.9% | +27.4% |
| 3M | +14.7% | -4.5% | +19.2% | +14.8% |
| 6M | +48.5% | -33.3% | +81.8% | +56.9% |
| YTD | +63.9% | -47.1% | +111.0% | +75.4% |
| 1Y | +80.4% | -43.1% | +123.6% | +90.0% |
| 3Y | +58.1% | -3.0% | +61.1% | +27.1% |
| 5Y | -24.5% | -82.6% | +58.1% | -24.4% |
| 10Y | +29.5% | +103.3% | -73.9% | -30.6% |
| All | +29.5% | +133.0% | -103.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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