+72.7%
SWK vs FND
-23.4%
+96.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | +0.1% |
| 7D | -2.0% | -5.1% | +3.2% | +0.8% |
| 30D | +24.6% | +9.2% | +15.4% | +19.2% |
| 3M | +10.8% | -17.7% | +28.5% | +21.6% |
| 6M | +46.1% | +2.5% | +43.6% | +41.9% |
| YTD | +56.8% | -19.8% | +76.6% | +68.9% |
| 1Y | +72.7% | -22.7% | +95.4% | +90.4% |
| All | +72.7% | -23.4% | +96.1% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling