-73.8%
NKE vs SWK
-36.7%
-37.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | -8.6% | -5.7% | -2.9% | -6.4% |
| 3M | -11.0% | +24.1% | -35.1% | -19.3% |
| 6M | -33.2% | +24.7% | -57.9% | -40.0% |
| YTD | -38.1% | +33.9% | -72.1% | -46.1% |
| 1Y | -47.4% | +34.7% | -82.0% | -54.6% |
| 3Y | -59.8% | +15.3% | -75.1% | -64.5% |
| All | -73.8% | -36.7% | -37.1% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling