-50.3%
SWKS vs RDW
-9.6%
-40.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.3% | +2.1% |
| 7D | +6.8% | +3.6% | +3.2% | +6.3% |
| 30D | +11.3% | -18.4% | +29.7% | +13.8% |
| 3M | +4.1% | -32.1% | +36.1% | +7.8% |
| 6M | +39.7% | +10.9% | +28.8% | +34.1% |
| YTD | +23.2% | +40.8% | -17.6% | +12.5% |
| 1Y | +5.3% | +31.1% | -25.8% | -4.6% |
| 3Y | -15.1% | +245.2% | -260.3% | -39.9% |
| 5Y | -50.3% | -16.7% | -33.6% | -63.1% |
| All | -50.3% | -9.6% | -40.8% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling