-45.4%
SWKS vs FWONK
+95.7%
-141.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.3% |
| 7D | +17.5% | -1.5% | +19.1% | +18.1% |
| 30D | +23.0% | -6.8% | +29.8% | +25.9% |
| 3M | +19.5% | +7.7% | +11.8% | +15.7% |
| 6M | +54.3% | +11.0% | +43.3% | +46.8% |
| YTD | +35.3% | -3.1% | +38.4% | +35.7% |
| 1Y | +17.9% | -3.5% | +21.3% | +18.2% |
| 3Y | -6.8% | +44.6% | -51.4% | -24.6% |
| 5Y | -45.4% | +98.3% | -143.7% | -63.2% |
| All | -45.4% | +95.7% | -141.1% | -63.2% |
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