+48.8%
NU vs SWK
-39.4%
+88.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +7.5% | -0.4% | +7.9% | +7.7% |
| 30D | +6.1% | -5.7% | +11.9% | +8.6% |
| 3M | +26.8% | +24.1% | +2.7% | +15.7% |
| 6M | +2.5% | +24.7% | -22.2% | -7.1% |
| YTD | -8.2% | +33.9% | -42.1% | -19.7% |
| 1Y | +3.4% | +34.7% | -31.3% | -10.5% |
| 3Y | +116.2% | +15.3% | +100.9% | +89.9% |
| All | +48.8% | -39.4% | +88.2% | +109.8% |
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 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