+323.6%
NSC vs SWK
+2.4%
+321.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -5.5% | -0.4% | -5.1% | -5.3% |
| 30D | -3.2% | -5.7% | +2.5% | -0.9% |
| 3M | +7.7% | +24.1% | -16.4% | -2.9% |
| 6M | +4.5% | +24.7% | -20.2% | -6.7% |
| YTD | +15.6% | +33.9% | -18.4% | -0.6% |
| 1Y | +19.8% | +34.7% | -14.8% | +1.8% |
| 3Y | +70.1% | +15.3% | +54.8% | +47.3% |
| 5Y | +46.1% | -39.3% | +85.4% | +68.3% |
| All | +323.6% | +2.4% | +321.2% | +240.2% |
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