+452.9%
NFLX vs SWK
+17.8%
+435.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.3% |
| 7D | -4.4% | -2.0% | -2.4% | -3.9% |
| 30D | -11.0% | +24.6% | -35.6% | -15.6% |
| 3M | -15.5% | +10.8% | -26.3% | -17.8% |
| 6M | -28.5% | +46.1% | -74.6% | -35.2% |
| YTD | -33.1% | +56.8% | -90.0% | -41.1% |
| 1Y | -45.8% | +72.7% | -118.6% | -53.7% |
| 3Y | +40.2% | +49.9% | -9.7% | +18.0% |
| 5Y | -8.2% | -30.9% | +22.7% | -5.1% |
| All | +452.9% | +17.8% | +435.1% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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