-48.1%
NCLH vs SWK
+32.9%
-81.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +0.7% |
| 7D | +2.7% | +10.7% | -7.9% | -5.4% |
| 30D | +18.4% | +33.3% | -15.0% | -5.6% |
| 3M | -4.3% | +14.7% | -18.9% | -14.2% |
| 6M | +7.9% | +48.5% | -40.6% | -21.5% |
| YTD | -17.4% | +63.9% | -81.3% | -45.0% |
| 1Y | -3.4% | +80.4% | -83.8% | -40.5% |
| 3Y | +44.4% | +58.1% | -13.7% | -8.3% |
| 5Y | -33.7% | -24.5% | -9.2% | -24.0% |
| 10Y | -48.1% | +29.5% | -77.6% | -63.5% |
| All | -48.1% | +32.9% | -81.0% | -63.5% |
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 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