+23.7%
SWK vs RUN
-31.9%
+55.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -5.7% | -15.3% | +9.5% | -3.5% |
| 3M | +24.1% | -40.0% | +64.1% | +33.4% |
| 6M | +24.7% | -27.0% | +51.7% | +29.5% |
| YTD | +33.9% | -51.7% | +85.6% | +45.3% |
| 1Y | +34.7% | -45.9% | +80.6% | +41.8% |
| 3Y | +15.3% | -43.8% | +59.0% | +3.9% |
| 5Y | -39.3% | -80.5% | +41.2% | -40.8% |
| 10Y | +2.5% | +45.3% | -42.8% | -30.2% |
| All | +23.7% | -31.9% | +55.6% | -15.0% |
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