+22.2%
SWK vs NWSA
+148.1%
-126.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -1.3% |
| 7D | -1.4% | +2.2% | -3.6% | -2.6% |
| 30D | +25.5% | -8.8% | +34.2% | +31.6% |
| 3M | +11.8% | -6.5% | +18.3% | +15.1% |
| 6M | +48.7% | +1.5% | +47.2% | +44.4% |
| YTD | +57.2% | +4.0% | +53.2% | +49.0% |
| 1Y | +75.3% | +3.4% | +71.8% | +66.8% |
| 3Y | +51.9% | +34.8% | +17.1% | +23.3% |
| 5Y | -30.7% | +18.4% | -49.1% | -41.1% |
| All | +22.2% | +148.1% | -126.0% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling