-36.7%
SWK vs RUN
-80.5%
+43.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | -5.7% | -15.3% | +9.5% | -3.6% |
| 3M | +24.1% | -40.0% | +64.1% | +32.9% |
| 6M | +24.7% | -27.0% | +51.7% | +29.3% |
| YTD | +33.9% | -51.7% | +85.6% | +44.7% |
| 1Y | +34.7% | -45.9% | +80.6% | +41.5% |
| 3Y | +15.3% | -43.8% | +59.0% | +4.0% |
| All | -36.7% | -80.5% | +43.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling