+451.1%
NFLX vs SWK
+22.7%
+428.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -0.3% | +11.3% | -11.6% | -2.8% |
| 30D | -10.0% | +31.5% | -41.5% | -15.8% |
| 3M | -17.1% | +14.4% | -31.5% | -19.9% |
| 6M | -27.7% | +46.4% | -74.1% | -34.5% |
| YTD | -32.5% | +61.6% | -94.1% | -41.0% |
| 1Y | -43.5% | +78.7% | -122.3% | -52.1% |
| 3Y | +41.4% | +54.4% | -13.0% | +18.3% |
| 5Y | -2.2% | -25.3% | +23.1% | -1.0% |
| All | +451.1% | +22.7% | +428.4% | +345.2% |
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