-36.2%
SWK vs FRSH
-70.6%
+34.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +1.8% |
| 7D | -0.4% | -8.2% | +7.7% | +1.2% |
| 30D | -5.7% | +10.5% | -16.2% | -7.8% |
| 3M | +24.1% | +32.7% | -8.7% | +16.6% |
| 6M | +24.7% | +50.3% | -25.6% | +13.2% |
| YTD | +33.9% | +3.9% | +30.0% | +30.3% |
| 1Y | +34.7% | -2.2% | +36.8% | +32.6% |
| 3Y | +15.3% | -42.9% | +58.2% | +22.9% |
| All | -36.2% | -70.6% | +34.4% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling