+21.9%
SWK vs NWSA
+141.7%
-119.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.5% |
| 30D | +24.6% | -11.3% | +35.9% | +32.9% |
| 3M | +10.8% | -8.1% | +18.9% | +15.2% |
| 6M | +46.1% | -0.7% | +46.8% | +43.7% |
| YTD | +56.8% | +1.3% | +55.5% | +51.0% |
| 1Y | +72.7% | -1.3% | +74.0% | +69.1% |
| 3Y | +49.9% | +28.4% | +21.5% | +25.1% |
| 5Y | -30.9% | +15.3% | -46.2% | -40.3% |
| All | +21.9% | +141.7% | -119.8% | -37.4% |
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