-38.2%
SWKS vs RDW
+1.6%
-39.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.2% | +9.6% |
| 7D | +17.5% | +4.8% | +12.7% | +16.8% |
| 30D | +23.0% | -19.5% | +42.5% | +26.1% |
| 3M | +19.5% | -26.9% | +46.4% | +22.8% |
| 6M | +54.3% | +17.8% | +36.5% | +47.1% |
| YTD | +35.3% | +43.0% | -7.7% | +23.3% |
| 1Y | +17.9% | +32.1% | -14.2% | +6.7% |
| 3Y | -6.8% | +250.6% | -257.5% | -34.2% |
| 5Y | -45.4% | -6.6% | -38.8% | -58.9% |
| All | -38.2% | +1.6% | -39.8% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling