+501.5%
NOW vs SWK
+30.0%
+471.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.1% |
| 7D | -6.7% | +11.3% | -17.9% | -10.1% |
| 30D | -25.8% | +28.1% | -53.9% | -32.0% |
| 3M | -12.7% | +12.6% | -25.3% | -16.6% |
| 6M | +11.2% | +51.7% | -40.5% | -4.8% |
| YTD | -33.2% | +60.0% | -93.1% | -44.8% |
| 1Y | -41.8% | +72.7% | -114.5% | -53.3% |
| 3Y | -15.7% | +46.3% | -62.0% | -32.1% |
| 5Y | -26.0% | -24.6% | -1.4% | -25.5% |
| All | +501.5% | +30.0% | +471.4% | +357.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling