+1,394.3%
FERG vs SWK
+237.5%
+1,156.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.6% |
| 7D | -2.0% | +11.3% | -13.2% | -4.3% |
| 30D | +5.5% | +28.1% | -22.6% | +0.1% |
| 3M | -7.3% | +12.6% | -19.9% | -9.8% |
| 6M | -6.1% | +51.7% | -57.8% | -14.0% |
| YTD | +7.5% | +60.0% | -52.5% | -2.8% |
| 1Y | -3.9% | +72.7% | -76.6% | -14.4% |
| 3Y | +57.3% | +46.3% | +11.0% | +42.3% |
| 5Y | +68.9% | -24.6% | +93.5% | +61.0% |
| 10Y | +439.0% | +32.2% | +406.8% | +383.5% |
| All | +1,394.3% | +237.5% | +1,156.9% | +1,169.0% |
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