+4,333.2%
FFIV vs SWK
+645.6%
+3,687.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.1% | -13.5% | -6.6% |
| 7D | -9.8% | +17.9% | -27.7% | -17.1% |
| 30D | -28.1% | +31.9% | -60.0% | -37.6% |
| 3M | -20.0% | +16.6% | -36.6% | -26.6% |
| 6M | -0.1% | +61.1% | -61.2% | -22.4% |
| YTD | +29.2% | +64.2% | -35.0% | -2.5% |
| 1Y | +36.6% | +85.2% | -48.6% | -3.2% |
| 3Y | +114.0% | +50.2% | +63.8% | +57.5% |
| 5Y | +48.1% | -22.8% | +70.9% | +45.4% |
| 10Y | +142.9% | +35.8% | +107.2% | +53.6% |
| All | +4,333.2% | +645.6% | +3,687.6% | +816.1% |
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