-25.3%
SWK vs NWSA
+12.8%
-38.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +11.0% | -9.4% | +20.4% | +16.7% |
| 30D | +30.1% | -7.8% | +37.8% | +35.4% |
| 3M | +14.7% | -10.8% | +25.4% | +21.0% |
| 6M | +44.5% | +1.1% | +43.4% | +40.3% |
| YTD | +59.4% | +1.8% | +57.6% | +52.8% |
| 1Y | +77.5% | +6.0% | +71.5% | +65.6% |
| 3Y | +49.5% | +24.6% | +24.9% | +26.5% |
| All | -25.3% | +12.8% | -38.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling