+499.2%
NOW vs SWK
+29.6%
+469.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | +11.0% | -14.0% | -6.5% |
| 30D | -26.0% | +30.1% | -56.1% | -32.5% |
| 3M | -13.1% | +14.7% | -27.8% | -17.5% |
| 6M | +14.5% | +44.5% | -30.0% | -0.3% |
| YTD | -33.4% | +59.4% | -92.8% | -44.9% |
| 1Y | -40.6% | +77.5% | -118.2% | -52.9% |
| 3Y | -16.3% | +49.5% | -65.8% | -33.2% |
| 5Y | -26.3% | -24.9% | -1.4% | -25.7% |
| All | +499.2% | +29.6% | +469.6% | +355.8% |
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 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