-37.3%
NKE vs SWK
+76.3%
-113.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -5.4% | -2.3% | -3.1% | -4.5% |
| 30D | +8.4% | +30.4% | -22.0% | -1.1% |
| 3M | -6.3% | +12.1% | -18.4% | -10.1% |
| 6M | -7.8% | +49.1% | -56.9% | -21.3% |
| YTD | -38.3% | +60.4% | -98.7% | -48.6% |
| 1Y | -37.3% | +78.3% | -115.6% | -50.6% |
| All | -37.3% | +76.3% | -113.6% | -50.6% |
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