+18.9%
SWKS vs RDW
+9.7%
+9.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.3% |
| 7D | -4.9% | -14.3% | +9.4% | -3.1% |
| 30D | -1.2% | -26.0% | +24.8% | +2.4% |
| 3M | +24.2% | -27.4% | +51.5% | +28.7% |
| 6M | +21.5% | -10.6% | +32.1% | +23.5% |
| YTD | +33.5% | +1.6% | +31.9% | +29.3% |
| 1Y | +18.9% | +11.1% | +7.8% | +13.7% |
| All | +18.9% | +9.7% | +9.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling