+8.9%
SWK vs FND
+69.4%
-60.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +11.0% | +7.7% | +3.3% | +7.6% |
| 30D | +30.1% | +11.9% | +18.2% | +23.7% |
| 3M | +14.7% | -14.6% | +29.2% | +22.5% |
| 6M | +44.5% | +0.5% | +44.0% | +42.3% |
| YTD | +59.4% | -15.8% | +75.2% | +68.5% |
| 1Y | +77.5% | -12.9% | +90.5% | +84.7% |
| 3Y | +49.5% | -34.2% | +83.6% | +73.4% |
| 5Y | -24.9% | -61.6% | +36.7% | +2.1% |
| All | +8.9% | +69.4% | -60.5% | -17.7% |
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