-25.3%
SWK vs FRSH
-70.7%
+45.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.2% |
| 7D | -2.0% | -0.2% | -1.7% | -2.0% |
| 30D | +24.6% | -8.8% | +33.4% | +26.3% |
| 3M | +10.8% | +8.8% | +2.0% | +8.1% |
| 6M | +46.1% | +49.1% | -3.0% | +32.7% |
| YTD | +56.8% | +3.4% | +53.4% | +51.8% |
| 1Y | +72.7% | +8.8% | +63.9% | +65.3% |
| 3Y | +49.9% | -27.4% | +77.3% | +52.9% |
| 5Y | -30.9% | -66.4% | +35.5% | -31.9% |
| All | -25.3% | -70.7% | +45.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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