-12.7%
NKE vs SWK
+21.9%
-34.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -5.4% | -2.3% | -3.1% | -4.4% |
| 30D | +8.4% | +30.4% | -22.0% | -3.5% |
| 3M | -6.3% | +12.1% | -18.4% | -11.2% |
| 6M | -7.8% | +49.1% | -56.9% | -23.4% |
| YTD | -38.3% | +60.4% | -98.7% | -50.7% |
| 1Y | -37.3% | +78.3% | -115.6% | -52.4% |
| 3Y | -61.3% | +53.3% | -114.6% | -69.8% |
| 5Y | -74.8% | -27.0% | -47.9% | -73.9% |
| 10Y | -12.7% | +20.8% | -33.5% | -32.9% |
| All | -12.7% | +21.9% | -34.6% | -32.9% |
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