+34.7%
SWK vs NYT
+15.2%
+19.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.4% | -1.3% | +0.8% | -0.4% |
| 30D | -5.7% | +2.7% | -8.5% | -5.9% |
| 3M | +24.1% | -10.3% | +34.4% | +25.2% |
| 6M | +24.7% | -16.6% | +41.3% | +26.9% |
| YTD | +33.9% | -2.3% | +36.2% | +32.9% |
| 1Y | +34.7% | +15.0% | +19.7% | +27.3% |
| All | +34.7% | +15.2% | +19.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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