+65.0%
FERG vs SWK
-25.5%
+90.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -2.1% | +11.0% | -13.1% | -6.3% |
| 30D | +8.7% | +30.1% | -21.4% | -2.4% |
| 3M | -7.4% | +14.7% | -22.1% | -12.7% |
| 6M | -6.6% | +44.5% | -51.1% | -19.9% |
| YTD | +6.6% | +59.4% | -52.8% | -12.6% |
| 1Y | -3.6% | +77.5% | -81.1% | -24.3% |
| 3Y | +56.4% | +49.5% | +6.9% | +25.8% |
| All | +65.0% | -25.5% | +90.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling