+15,768.5%
NOC vs SWK
+1,275.2%
+14,493.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -5.2% | -0.4% | -4.7% | -5.1% |
| 30D | -7.2% | -5.7% | -1.5% | -6.0% |
| 3M | -5.1% | +24.1% | -29.2% | -10.1% |
| 6M | -31.1% | +24.7% | -55.8% | -35.1% |
| YTD | -8.6% | +33.9% | -42.5% | -15.6% |
| 1Y | -9.7% | +34.7% | -44.4% | -17.1% |
| 3Y | +24.3% | +15.3% | +9.0% | +13.9% |
| 5Y | +52.6% | -39.3% | +91.9% | +58.6% |
| 10Y | +183.6% | +2.5% | +181.1% | +144.2% |
| All | +15,768.5% | +1,275.2% | +14,493.3% | +7,288.5% |
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