+16.3%
SWK vs NYT
+57.5%
-41.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -8.9% | +7.0% | -15.9% | -10.5% |
| 3M | +20.5% | -7.9% | +28.4% | +22.2% |
| 6M | +27.1% | -15.0% | +42.1% | +31.9% |
| YTD | +30.2% | -1.3% | +31.5% | +27.8% |
| 1Y | +24.8% | +16.9% | +7.9% | +14.9% |
| 3Y | +16.3% | +58.9% | -42.6% | -11.0% |
| All | +16.3% | +57.5% | -41.2% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling