+47.4%
NSC vs SWK
-38.7%
+86.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -3.2% | -5.7% | +2.5% | -1.5% |
| 3M | +7.7% | +24.1% | -16.4% | 0.0% |
| 6M | +4.5% | +24.7% | -20.2% | -3.6% |
| YTD | +15.6% | +33.9% | -18.4% | +3.9% |
| 1Y | +19.8% | +34.7% | -14.8% | +6.9% |
| 3Y | +70.1% | +15.3% | +54.8% | +53.7% |
| All | +47.4% | -38.7% | +86.2% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling