-51.0%
NCLH vs SWK
+21.9%
-72.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +1.2% | -2.3% | +3.5% | +3.0% |
| 30D | +22.6% | +30.4% | -7.8% | -0.6% |
| 3M | +0.6% | +12.1% | -11.5% | -8.3% |
| 6M | +13.5% | +49.1% | -35.6% | -17.7% |
| YTD | -15.7% | +60.4% | -76.1% | -42.9% |
| 1Y | 0.0% | +78.3% | -78.3% | -37.9% |
| 3Y | +42.8% | +53.3% | -10.5% | -7.1% |
| 5Y | -28.4% | -27.0% | -1.5% | -15.7% |
| 10Y | -51.0% | +20.8% | -71.9% | -63.7% |
| All | -51.0% | +21.9% | -72.9% | -63.7% |
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