-24.5%
SWK vs NYT
+54.5%
-79.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.7% | +1.0% |
| 7D | +10.7% | +3.2% | +7.5% | +9.5% |
| 30D | +33.3% | +8.8% | +24.5% | +29.6% |
| 3M | +14.7% | +14.0% | +0.7% | +9.0% |
| 6M | +48.5% | -8.5% | +57.0% | +51.3% |
| YTD | +63.9% | +5.2% | +58.7% | +56.8% |
| 1Y | +80.4% | +19.1% | +61.3% | +64.1% |
| 3Y | +58.1% | +73.3% | -15.2% | +19.4% |
| 5Y | -24.5% | +55.7% | -80.1% | -46.0% |
| All | -24.5% | +54.5% | -79.0% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling