+21.9%
SWK vs RUN
+66.4%
-44.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.8% | -1.2% |
| 7D | -2.0% | -13.7% | +11.7% | +0.4% |
| 30D | +24.6% | +9.4% | +15.2% | +22.0% |
| 3M | +10.8% | -13.4% | +24.2% | +12.6% |
| 6M | +46.1% | -39.6% | +85.6% | +56.7% |
| YTD | +56.8% | -53.7% | +110.5% | +71.5% |
| 1Y | +72.7% | -56.2% | +128.9% | +90.1% |
| 3Y | +49.9% | -9.7% | +59.6% | +21.8% |
| 5Y | -30.9% | -85.5% | +54.6% | -28.5% |
| All | +21.9% | +66.4% | -44.5% | -33.4% |
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