-1.0%
NCLH vs SWK
+87.6%
-88.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.1% | -6.3% | -2.0% |
| 7D | +15.8% | +17.9% | -2.1% | +3.6% |
| 30D | +25.1% | +31.9% | -6.9% | +3.8% |
| 3M | -7.3% | +16.6% | -23.9% | -16.6% |
| 6M | +8.1% | +61.1% | -53.0% | -22.0% |
| YTD | -16.7% | +64.2% | -80.9% | -40.0% |
| 1Y | -1.0% | +85.2% | -86.2% | -33.5% |
| All | -1.0% | +87.6% | -88.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling