+16,077.5%
NOC vs SWK
+1,536.3%
+14,541.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -5.8% | +11.0% | -16.9% | -8.3% |
| 30D | +10.9% | +30.1% | -19.2% | +4.2% |
| 3M | -7.1% | +14.7% | -21.8% | -10.4% |
| 6M | -5.3% | +44.5% | -49.8% | -13.8% |
| YTD | -6.8% | +59.4% | -66.2% | -17.6% |
| 1Y | -6.7% | +77.5% | -84.2% | -19.7% |
| 3Y | +17.2% | +49.5% | -32.3% | +0.9% |
| 5Y | +56.3% | -24.9% | +81.2% | +54.0% |
| 10Y | +173.7% | +31.8% | +142.0% | +121.5% |
| All | +16,077.5% | +1,536.3% | +14,541.2% | +7,111.8% |
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