+52.8%
SWK vs FWONK
+276.6%
-223.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -0.4% | -6.2% | +5.7% | +2.0% |
| 30D | -5.7% | -0.6% | -5.2% | -5.6% |
| 3M | +24.1% | +11.1% | +13.0% | +18.8% |
| 6M | +24.7% | +11.7% | +13.0% | +18.8% |
| YTD | +33.9% | -3.1% | +37.0% | +34.3% |
| 1Y | +34.7% | -4.2% | +38.9% | +35.3% |
| 3Y | +15.3% | +38.3% | -23.1% | -1.6% |
| 5Y | -39.3% | +92.2% | -131.5% | -55.6% |
| 10Y | +2.5% | +355.4% | -352.9% | -45.2% |
| All | +52.8% | +276.6% | -223.7% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling