-3.2%
SWK vs FWONK
+339.5%
-342.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -6.7% | -1.5% | -5.2% | -6.1% |
| 30D | -13.5% | -6.8% | -6.7% | -10.9% |
| 3M | +16.2% | +7.7% | +8.5% | +12.1% |
| 6M | +22.7% | +11.0% | +11.8% | +16.5% |
| YTD | +23.8% | -3.1% | +26.9% | +24.1% |
| 1Y | +20.9% | -3.5% | +24.4% | +21.0% |
| 3Y | +10.6% | +44.6% | -34.0% | -9.6% |
| 5Y | -42.5% | +98.3% | -140.7% | -60.5% |
| All | -3.2% | +339.5% | -342.7% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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