+29.2%
SWK vs FDS
+144.4%
-115.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +11.3% | +6.4% | +4.9% | +8.3% |
| 30D | +28.1% | +25.2% | +2.9% | +15.6% |
| 3M | +12.6% | +22.9% | -10.3% | +1.5% |
| 6M | +51.7% | +56.5% | -4.8% | +17.3% |
| YTD | +60.0% | +19.0% | +41.0% | +40.6% |
| 1Y | +72.7% | +32.7% | +40.0% | +40.9% |
| 3Y | +46.3% | -20.4% | +66.7% | +60.2% |
| 5Y | -24.6% | -19.6% | -5.0% | -19.4% |
| All | +29.2% | +144.4% | -115.2% | -30.1% |
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