+17.9%
SWKS vs RDW
+32.4%
-14.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.2% | +9.6% |
| 7D | +17.5% | +4.8% | +12.7% | +16.9% |
| 30D | +23.0% | -19.5% | +42.5% | +25.8% |
| 3M | +19.5% | -26.9% | +46.4% | +22.0% |
| 6M | +54.3% | +17.8% | +36.5% | +50.8% |
| YTD | +35.3% | +43.0% | -7.7% | +27.6% |
| 1Y | +17.9% | +32.1% | -14.2% | +11.5% |
| All | +17.9% | +32.4% | -14.5% | +11.5% |
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