+9.6%
SWK vs FND
+68.8%
-59.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -2.3% | -4.4% | +2.1% | -0.3% |
| 30D | +30.4% | +14.5% | +15.9% | +22.8% |
| 3M | +12.1% | -15.6% | +27.7% | +20.5% |
| 6M | +49.1% | +4.7% | +44.4% | +44.2% |
| YTD | +60.4% | -16.1% | +76.6% | +69.9% |
| 1Y | +78.3% | -16.0% | +94.3% | +88.5% |
| 3Y | +53.3% | -35.5% | +88.8% | +79.4% |
| 5Y | -27.0% | -60.5% | +33.5% | -1.7% |
| All | +9.6% | +68.8% | -59.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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