+321.5%
NSC vs SWK
+30.0%
+291.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.2% |
| 7D | -3.8% | +11.3% | -15.0% | -8.4% |
| 30D | +4.1% | +28.1% | -24.0% | -6.8% |
| 3M | -3.3% | +12.6% | -15.9% | -8.7% |
| 6M | +5.9% | +51.7% | -45.8% | -13.1% |
| YTD | +15.5% | +60.0% | -44.5% | -8.4% |
| 1Y | +19.3% | +72.7% | -53.3% | -8.9% |
| 3Y | +79.0% | +46.3% | +32.7% | +39.1% |
| 5Y | +28.3% | -24.6% | +52.9% | +33.7% |
| All | +321.5% | +30.0% | +291.5% | +210.8% |
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