-40.1%
SWK vs FWONK
+92.3%
-132.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | -8.9% | -7.7% | -1.2% | -6.5% |
| 3M | +20.5% | +9.3% | +11.2% | +16.7% |
| 6M | +27.1% | +13.3% | +13.8% | +21.2% |
| YTD | +30.2% | -3.6% | +33.8% | +30.8% |
| 1Y | +24.8% | -6.8% | +31.5% | +26.7% |
| 3Y | +16.3% | +43.9% | -27.6% | +0.4% |
| 5Y | -40.1% | +94.4% | -134.5% | -53.9% |
| All | -40.1% | +92.3% | -132.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling