-55.3%
NCLH vs SWK
+0.7%
-55.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | +1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -20.1% | -8.9% | -11.1% | -14.0% |
| 3M | -17.0% | +20.5% | -37.5% | -28.8% |
| 6M | -23.2% | +27.1% | -50.3% | -37.2% |
| YTD | -31.0% | +30.2% | -61.2% | -44.9% |
| 1Y | -37.3% | +24.8% | -62.0% | -48.7% |
| 3Y | -5.6% | +16.3% | -21.9% | -23.5% |
| 5Y | -37.0% | -40.1% | +3.1% | -13.8% |
| 10Y | -55.3% | +0.8% | -56.0% | -61.3% |
| All | -55.3% | +0.7% | -55.9% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling