+0.7%
SWK vs NYT
+465.6%
-464.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -4.6% | -1.6% | -3.0% | -4.0% |
| 30D | -9.9% | +2.8% | -12.7% | -10.9% |
| 3M | +15.4% | -9.2% | +24.6% | +18.4% |
| 6M | +25.0% | -17.1% | +42.1% | +32.2% |
| YTD | +27.2% | -3.2% | +30.5% | +26.2% |
| 1Y | +24.6% | +15.7% | +8.9% | +14.9% |
| 3Y | +13.7% | +55.7% | -42.1% | -8.9% |
| 5Y | -41.5% | +39.4% | -80.9% | -52.9% |
| 10Y | +0.7% | +485.6% | -484.9% | -47.6% |
| All | +0.7% | +465.6% | -464.9% | -47.6% |
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