+50.0%
SWK vs FDS
-20.2%
+70.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +11.3% | +6.4% | +4.9% | +10.2% |
| 30D | +28.1% | +25.2% | +2.9% | +23.9% |
| 3M | +12.6% | +22.9% | -10.3% | +9.0% |
| 6M | +51.7% | +56.5% | -4.8% | +39.5% |
| YTD | +60.0% | +19.0% | +41.0% | +60.9% |
| 1Y | +72.7% | +32.7% | +40.0% | +64.8% |
| All | +50.0% | -20.2% | +70.2% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling