+32.1%
SWKS vs NWSA
+144.8%
-112.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -6.2% | -9.4% | +3.2% | -2.2% |
| 30D | -1.5% | -7.8% | +6.3% | +1.6% |
| 3M | +23.0% | -10.8% | +33.7% | +27.9% |
| 6M | +27.6% | +1.1% | +26.5% | +22.4% |
| YTD | +32.3% | +1.8% | +30.5% | +25.1% |
| 1Y | +20.1% | +6.0% | +14.1% | +10.7% |
| 3Y | +0.6% | +24.6% | -23.9% | -14.4% |
| 5Y | -42.3% | +13.1% | -55.5% | -49.8% |
| All | +32.1% | +144.8% | -112.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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