-36.7%
SWK vs FDS
-17.4%
-19.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.9% |
| 7D | -0.4% | -1.9% | +1.5% | 0.0% |
| 30D | -5.7% | +9.0% | -14.7% | -8.2% |
| 3M | +24.1% | +18.9% | +5.2% | +17.0% |
| 6M | +24.7% | +35.1% | -10.4% | +10.6% |
| YTD | +33.9% | +5.5% | +28.4% | +32.1% |
| 1Y | +34.7% | -16.8% | +51.5% | +49.2% |
| 3Y | +15.3% | -28.1% | +43.3% | +36.3% |
| All | -36.7% | -17.4% | -19.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling