+21.9%
SWK vs NYT
+528.4%
-506.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -2.0% | +9.0% | -10.9% | -5.0% |
| 30D | +24.6% | +6.8% | +17.7% | +21.5% |
| 3M | +10.8% | +12.1% | -1.4% | +5.5% |
| 6M | +46.1% | -7.7% | +53.8% | +48.0% |
| YTD | +56.8% | +4.2% | +52.7% | +50.5% |
| 1Y | +72.7% | +14.3% | +58.4% | +59.7% |
| 3Y | +49.9% | +69.8% | -19.9% | +15.8% |
| 5Y | -30.9% | +57.7% | -88.6% | -46.8% |
| All | +21.9% | +528.4% | -506.6% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling