+22.2%
SWK vs FDS
+127.7%
-105.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.4% | +1.5% | -2.8% | -2.1% |
| 30D | +25.5% | +14.8% | +10.6% | +17.8% |
| 3M | +11.8% | +16.3% | -4.5% | +3.4% |
| 6M | +48.7% | +66.2% | -17.5% | +11.6% |
| YTD | +57.2% | +16.2% | +41.0% | +39.6% |
| 1Y | +75.3% | +21.8% | +53.4% | +50.4% |
| 3Y | +51.9% | -23.9% | +75.8% | +70.5% |
| 5Y | -30.7% | -23.1% | -7.6% | -24.1% |
| All | +22.2% | +127.7% | -105.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling