-35.9%
FSLY vs SWK
+5.6%
-41.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -2.6% | -24.3% | -25.4% |
| 7D | -40.0% | +11.3% | -51.3% | -43.7% |
| 30D | -39.7% | +28.1% | -67.8% | -48.0% |
| 3M | -40.9% | +12.6% | -53.5% | -45.4% |
| 6M | -52.5% | +51.7% | -104.2% | -63.3% |
| YTD | +51.1% | +60.0% | -8.9% | +10.8% |
| 1Y | +90.6% | +72.7% | +17.9% | +32.5% |
| 3Y | -12.4% | +46.3% | -58.7% | -33.5% |
| 5Y | -69.1% | -24.6% | -44.5% | -68.8% |
| All | -35.9% | +5.6% | -41.5% | -43.7% |
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