+22.4%
SWK vs FDS
+127.5%
-105.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +11.3% | -2.0% | +13.3% | +12.4% |
| 30D | +31.5% | +13.5% | +18.0% | +24.1% |
| 3M | +14.4% | +15.2% | -0.7% | +6.3% |
| 6M | +46.4% | +47.0% | -0.6% | +17.0% |
| YTD | +61.6% | +13.9% | +47.7% | +44.9% |
| 1Y | +78.7% | +25.2% | +53.6% | +50.3% |
| 3Y | +54.4% | -25.3% | +79.7% | +74.8% |
| 5Y | -25.3% | -23.3% | -2.0% | -18.4% |
| 10Y | +22.4% | +126.0% | -103.6% | -28.6% |
| All | +22.4% | +127.5% | -105.1% | -28.6% |
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