-60.9%
NKE vs SWK
+50.7%
-111.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | +7.6% | +25.5% | -17.8% | -1.9% |
| 3M | -6.9% | +11.8% | -18.7% | -11.3% |
| 6M | -8.5% | +48.7% | -57.2% | -23.2% |
| YTD | -38.8% | +57.2% | -96.0% | -50.2% |
| 1Y | -40.6% | +75.3% | -115.8% | -53.9% |
| 3Y | -60.9% | +51.9% | -112.9% | -69.1% |
| All | -60.9% | +50.7% | -111.6% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling