-46.9%
NKE vs SWK
+24.6%
-71.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -7.7% | -8.9% | +1.3% | -4.7% |
| 3M | -10.9% | +20.5% | -31.4% | -17.6% |
| 6M | -31.9% | +27.1% | -59.0% | -38.4% |
| YTD | -38.6% | +30.2% | -68.8% | -44.7% |
| 1Y | -46.9% | +24.8% | -71.7% | -52.9% |
| All | -46.9% | +24.6% | -71.5% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling