+430.3%
FERG vs SWK
+26.9%
+403.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +7.2% | +11.3% | -4.1% | +4.2% |
| 30D | +17.9% | +31.5% | -13.6% | +9.8% |
| 3M | -1.3% | +14.4% | -15.7% | -4.8% |
| 6M | +8.3% | +46.4% | -38.1% | -2.0% |
| YTD | +18.3% | +61.6% | -43.3% | +4.1% |
| 1Y | +4.7% | +78.7% | -74.0% | -10.1% |
| 3Y | +70.3% | +54.4% | +15.9% | +48.5% |
| 5Y | +84.6% | -25.3% | +109.9% | +72.9% |
| 10Y | +430.3% | +22.4% | +407.9% | +347.4% |
| All | +430.3% | +26.9% | +403.4% | +347.4% |
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