-37.0%
SWKS vs RDW
-26.4%
-10.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +3.3% |
| 7D | +10.9% | +29.7% | -18.9% | +7.0% |
| 30D | +17.6% | -12.3% | +29.9% | +18.8% |
| 3M | +29.2% | -40.5% | +69.7% | +36.7% |
| 6M | +37.0% | -30.5% | +67.5% | +39.4% |
| YTD | +44.9% | +5.7% | +39.3% | +35.6% |
| 1Y | +33.8% | +34.5% | -0.7% | +20.7% |
| 3Y | +10.2% | +229.1% | -218.9% | -24.1% |
| 5Y | -37.0% | -28.6% | -8.4% | -49.6% |
| All | -37.0% | -26.4% | -10.6% | -49.6% |
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