-40.6%
SWK vs NYT
+40.3%
-81.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.7% | -4.0% |
| 7D | -0.7% | +0.3% | -1.1% | -0.9% |
| 30D | -9.7% | +7.0% | -16.7% | -11.8% |
| 3M | +19.5% | -7.9% | +27.4% | +21.6% |
| 6M | +26.0% | -15.0% | +41.0% | +31.6% |
| YTD | +29.1% | -1.3% | +30.3% | +26.9% |
| 1Y | +23.7% | +16.9% | +6.8% | +13.8% |
| 3Y | +15.3% | +58.9% | -43.6% | -8.3% |
| 5Y | -40.6% | +40.9% | -81.5% | -58.1% |
| All | -40.6% | +40.3% | -81.0% | -58.1% |
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