+47.7%
SWK vs RUN
-24.4%
+72.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.3% | -14.9% | -4.5% |
| 7D | +11.3% | +30.0% | -18.8% | +6.6% |
| 30D | +28.1% | +27.0% | +1.1% | +23.0% |
| 3M | +12.6% | -5.9% | +18.5% | +12.8% |
| 6M | +51.7% | -26.7% | +78.4% | +57.0% |
| YTD | +60.0% | -46.4% | +106.3% | +69.9% |
| 1Y | +72.7% | -52.1% | +124.7% | +85.3% |
| 3Y | +46.3% | -8.9% | +55.3% | +22.8% |
| 5Y | -24.6% | -82.4% | +57.8% | -25.2% |
| 10Y | +32.2% | +109.6% | -77.3% | -12.3% |
| All | +47.7% | -24.4% | +72.1% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling