+28.7%
SWK vs RUN
+102.4%
-73.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +11.0% | +33.4% | -22.4% | +5.4% |
| 30D | +30.1% | +31.1% | -1.1% | +23.7% |
| 3M | +14.7% | +6.4% | +8.3% | +12.7% |
| 6M | +44.5% | -22.2% | +66.7% | +48.6% |
| YTD | +59.4% | -45.8% | +105.1% | +69.9% |
| 1Y | +77.5% | -51.1% | +128.7% | +91.2% |
| 3Y | +49.5% | -3.0% | +52.5% | +20.2% |
| 5Y | -24.9% | -82.2% | +57.3% | -25.1% |
| All | +28.7% | +102.4% | -73.7% | -30.5% |
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