-8.5%
SWK vs FND
+66.0%
-74.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -0.4% | -5.2% | +4.8% | +1.8% |
| 30D | -5.7% | -19.9% | +14.2% | +3.8% |
| 3M | +24.1% | +2.7% | +21.4% | +21.6% |
| 6M | +24.7% | -21.7% | +46.4% | +36.9% |
| YTD | +33.9% | -17.5% | +51.4% | +43.1% |
| 1Y | +34.7% | -39.3% | +74.0% | +64.3% |
| 3Y | +15.3% | -49.8% | +65.0% | +49.2% |
| 5Y | -39.3% | -60.1% | +20.8% | -18.8% |
| All | -8.5% | +66.0% | -74.5% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling