+84.4%
SWK vs FWONK
+329.6%
-245.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +11.3% | +14.0% | -2.7% | +5.8% |
| 30D | +31.5% | +15.8% | +15.6% | +24.1% |
| 3M | +14.4% | +6.0% | +8.4% | +11.5% |
| 6M | +46.4% | +15.3% | +31.1% | +37.7% |
| YTD | +61.6% | +10.6% | +51.0% | +53.6% |
| 1Y | +78.7% | +7.0% | +71.8% | +71.9% |
| 3Y | +54.4% | +60.6% | -6.2% | +24.6% |
| 5Y | -25.3% | +92.6% | -117.9% | -45.3% |
| 10Y | +22.4% | +300.7% | -278.3% | -35.0% |
| All | +84.4% | +329.6% | -245.2% | -7.3% |
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