+85.2%
SWK vs NWSA
+18.2%
+67.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.7% | +9.4% | +12.3% |
| 7D | +17.9% | +4.3% | +13.6% | +17.0% |
| 30D | +31.9% | +5.6% | +26.4% | +30.8% |
| 3M | +16.6% | +7.3% | +9.3% | +15.1% |
| 6M | +61.1% | +18.8% | +42.3% | +56.0% |
| YTD | +64.2% | +17.9% | +46.3% | +59.1% |
| 1Y | +85.2% | +19.3% | +65.9% | +78.1% |
| All | +85.2% | +18.2% | +67.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling