+77.5%
SWK vs FDS
+29.3%
+48.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.3% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +30.1% | +20.2% | +9.9% | +30.4% |
| 3M | +14.7% | +19.9% | -5.2% | +15.1% |
| 6M | +44.5% | +56.2% | -11.7% | +47.0% |
| YTD | +59.4% | +14.6% | +44.8% | +68.6% |
| 1Y | +77.5% | +31.6% | +45.9% | +76.8% |
| All | +77.5% | +29.3% | +48.2% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling