+16,084.9%
NOC vs SWK
+1,542.3%
+14,542.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.6% |
| 7D | -6.6% | +11.3% | -17.9% | -9.1% |
| 30D | +8.7% | +28.1% | -19.4% | +2.5% |
| 3M | -5.4% | +12.6% | -17.9% | -8.3% |
| 6M | -5.1% | +51.7% | -56.8% | -14.5% |
| YTD | -6.8% | +60.0% | -66.7% | -17.6% |
| 1Y | -6.4% | +72.7% | -79.1% | -18.9% |
| 3Y | +17.3% | +46.3% | -29.0% | +1.6% |
| 5Y | +56.3% | -24.6% | +81.0% | +54.0% |
| 10Y | +173.9% | +32.2% | +141.6% | +121.4% |
| All | +16,084.9% | +1,542.3% | +14,542.6% | +7,109.3% |
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