+325.9%
SWKS vs NWSA
+127.4%
+198.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.5% |
| 7D | +12.5% | -1.9% | +14.4% | +13.6% |
| 30D | +10.5% | +4.6% | +5.9% | +7.6% |
| 3M | -7.4% | +13.2% | -20.6% | -14.4% |
| 6M | +32.7% | +27.0% | +5.7% | +14.0% |
| YTD | +19.2% | +16.8% | +2.3% | +6.6% |
| 1Y | +2.4% | +4.5% | -2.1% | -2.8% |
| 3Y | -25.6% | +46.2% | -71.8% | -40.9% |
| 5Y | -53.4% | +40.9% | -94.3% | -63.2% |
| 10Y | +23.2% | +145.1% | -122.0% | -33.3% |
| All | +325.9% | +127.4% | +198.4% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling