-9.8%
NKE vs SWK
+32.9%
-42.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.1% |
| 7D | +1.9% | +10.7% | -8.7% | -2.6% |
| 30D | +14.9% | +33.3% | -18.4% | +1.4% |
| 3M | -3.4% | +14.7% | -18.0% | -9.3% |
| 6M | -7.9% | +48.5% | -56.4% | -23.3% |
| YTD | -35.8% | +63.9% | -99.6% | -49.2% |
| 1Y | -32.6% | +80.4% | -113.0% | -49.0% |
| 3Y | -60.0% | +58.1% | -118.2% | -69.3% |
| 5Y | -74.9% | -24.5% | -50.4% | -74.3% |
| 10Y | -9.8% | +29.5% | -39.3% | -31.4% |
| All | -9.8% | +32.9% | -42.7% | -31.4% |
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