+4,193.4%
FDX vs SWK
+1,585.9%
+2,607.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.1% | -9.5% | -2.0% |
| 7D | +8.1% | +17.9% | -9.7% | +0.5% |
| 30D | +13.9% | +31.9% | -18.0% | +0.8% |
| 3M | +5.5% | +16.6% | -11.0% | -1.8% |
| 6M | +15.1% | +61.1% | -46.0% | -7.4% |
| YTD | +43.2% | +64.2% | -21.0% | +13.6% |
| 1Y | +65.0% | +85.2% | -20.2% | +24.0% |
| 3Y | +75.7% | +50.2% | +25.5% | +39.3% |
| 5Y | +84.4% | -22.8% | +107.2% | +87.0% |
| 10Y | +174.4% | +35.8% | +138.6% | +111.1% |
| All | +4,193.4% | +1,585.9% | +2,607.5% | +1,118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 all: compounded portfolio wealth divided by compounded SWK 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…
all analysis · Full analysis span regression · 6 months rolling