+1,382.0%
FERG vs SWK
+236.2%
+1,145.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +11.0% | -13.1% | -4.3% |
| 30D | +8.7% | +30.1% | -21.4% | +2.8% |
| 3M | -7.4% | +14.7% | -22.1% | -10.2% |
| 6M | -6.6% | +44.5% | -51.1% | -13.7% |
| YTD | +6.6% | +59.4% | -52.8% | -3.6% |
| 1Y | -3.6% | +77.5% | -81.1% | -14.6% |
| 3Y | +56.4% | +49.5% | +6.9% | +41.0% |
| 5Y | +67.5% | -24.9% | +92.4% | +59.8% |
| 10Y | +434.6% | +31.8% | +402.8% | +379.9% |
| All | +1,382.0% | +236.2% | +1,145.7% | +1,159.5% |
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 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