+64.3%
NOC vs SWK
-25.5%
+89.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | -0.3% | +11.3% | -11.6% | -0.8% |
| 30D | +14.1% | +31.5% | -17.3% | +12.6% |
| 3M | -4.6% | +14.4% | -19.1% | -5.3% |
| 6M | +0.7% | +46.4% | -45.7% | -1.3% |
| YTD | -2.6% | +61.6% | -64.2% | -5.2% |
| 1Y | -1.0% | +78.7% | -79.7% | -4.1% |
| 3Y | +24.5% | +54.4% | -29.9% | +20.7% |
| 5Y | +64.3% | -25.3% | +89.6% | +68.7% |
| All | +64.3% | -25.5% | +89.8% | +68.7% |
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