+440.7%
FERG vs SWK
+21.9%
+418.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +6.4% | -2.3% | +8.7% | +7.1% |
| 30D | +19.9% | +30.4% | -10.5% | +11.9% |
| 3M | +5.6% | +12.1% | -6.6% | +2.3% |
| 6M | +9.2% | +49.1% | -39.8% | -1.6% |
| YTD | +20.6% | +60.4% | -39.8% | +6.3% |
| 1Y | +5.7% | +78.3% | -72.6% | -9.2% |
| 3Y | +73.6% | +53.3% | +20.3% | +51.6% |
| 5Y | +86.2% | -27.0% | +113.2% | +75.0% |
| 10Y | +440.7% | +20.8% | +419.8% | +358.6% |
| All | +440.7% | +21.9% | +418.8% | +358.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling