+309.6%
NSC vs SWK
+29.6%
+280.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -6.6% | +11.0% | -17.7% | -11.1% |
| 30D | +2.2% | +30.1% | -27.9% | -9.1% |
| 3M | -6.2% | +14.7% | -20.9% | -12.2% |
| 6M | +1.7% | +44.5% | -42.8% | -14.7% |
| YTD | +12.2% | +59.4% | -47.2% | -10.9% |
| 1Y | +15.4% | +77.5% | -62.1% | -12.9% |
| 3Y | +73.3% | +49.5% | +23.9% | +33.3% |
| 5Y | +24.7% | -24.9% | +49.6% | +30.1% |
| All | +309.6% | +29.6% | +280.0% | +202.5% |
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 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