+36.2%
SWKS vs RDW
+29.0%
+7.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.4% |
| 7D | +9.4% | +7.2% | +2.2% | +8.4% |
| 30D | +17.0% | -10.3% | +27.3% | +17.9% |
| 3M | +28.9% | -41.4% | +70.4% | +36.3% |
| 6M | +33.1% | -32.5% | +65.7% | +37.9% |
| YTD | +44.8% | +1.7% | +43.1% | +40.4% |
| 1Y | +36.2% | +39.0% | -2.8% | +26.0% |
| All | +36.2% | +29.0% | +7.2% | +26.0% |
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