+71.7%
SWK vs NWSA
+127.4%
-55.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.8% |
| 7D | -0.4% | -1.9% | +1.4% | +0.5% |
| 30D | -5.7% | +4.6% | -10.3% | -8.1% |
| 3M | +24.1% | +13.2% | +10.8% | +15.2% |
| 6M | +24.7% | +27.0% | -2.3% | +8.6% |
| YTD | +33.9% | +16.8% | +17.1% | +21.1% |
| 1Y | +34.7% | +4.5% | +30.2% | +29.2% |
| 3Y | +15.3% | +46.2% | -31.0% | -7.4% |
| 5Y | -39.3% | +40.9% | -80.2% | -51.6% |
| 10Y | +2.5% | +145.1% | -142.6% | -43.5% |
| All | +71.7% | +127.4% | -55.8% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling