-14.1%
SWKS vs RDW
+244.1%
-258.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.3% | +2.1% |
| 7D | +6.8% | +3.6% | +3.2% | +6.4% |
| 30D | +11.3% | -18.4% | +29.7% | +13.6% |
| 3M | +4.1% | -32.1% | +36.1% | +7.3% |
| 6M | +39.7% | +10.9% | +28.8% | +35.1% |
| YTD | +23.2% | +40.8% | -17.6% | +14.1% |
| 1Y | +5.3% | +31.1% | -25.8% | -3.2% |
| All | -14.1% | +244.1% | -258.2% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling