+1,348.4%
FERG vs SWK
+182.6%
+1,165.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -10.2% | -5.7% | -4.5% | -9.1% |
| 3M | -0.6% | +24.1% | -24.7% | -4.9% |
| 6M | -6.5% | +24.7% | -31.2% | -10.9% |
| YTD | +4.2% | +33.9% | -29.8% | -2.1% |
| 1Y | -2.3% | +34.7% | -36.9% | -8.5% |
| 3Y | +48.5% | +15.3% | +33.2% | +40.8% |
| 5Y | +72.0% | -39.3% | +111.3% | +70.9% |
| 10Y | +369.9% | +2.5% | +367.4% | +339.9% |
| All | +1,348.4% | +182.6% | +1,165.8% | +1,178.4% |
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 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