+5,859.6%
NSC vs SWK
+1,585.9%
+4,273.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.1% | -12.2% | -4.6% |
| 7D | +1.8% | +17.9% | -16.1% | -5.5% |
| 30D | +8.8% | +31.9% | -23.1% | -3.7% |
| 3M | +1.2% | +16.6% | -15.3% | -5.8% |
| 6M | +11.3% | +61.1% | -49.8% | -10.6% |
| YTD | +20.7% | +64.2% | -43.5% | -4.9% |
| 1Y | +23.4% | +85.2% | -61.8% | -8.0% |
| 3Y | +87.1% | +50.2% | +36.9% | +45.1% |
| 5Y | +33.8% | -22.8% | +56.6% | +32.4% |
| 10Y | +356.6% | +35.8% | +320.8% | +236.5% |
| All | +5,859.6% | +1,585.9% | +4,273.7% | +1,568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling