+6,192.3%
NKE vs SWK
+1,536.3%
+4,656.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -0.2% | +11.0% | -11.2% | -4.1% |
| 30D | +12.3% | +30.1% | -17.7% | +1.8% |
| 3M | -7.1% | +14.7% | -21.8% | -12.1% |
| 6M | -10.3% | +44.5% | -54.8% | -22.5% |
| YTD | -37.8% | +59.4% | -97.2% | -48.5% |
| 1Y | -35.6% | +77.5% | -113.1% | -48.8% |
| 3Y | -61.4% | +49.5% | -110.9% | -68.2% |
| 5Y | -76.2% | -24.9% | -51.3% | -75.6% |
| 10Y | -10.7% | +31.8% | -42.4% | -29.0% |
| All | +6,192.3% | +1,536.3% | +4,656.0% | +1,742.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling