-29.6%
NCLH vs SWK
-30.7%
+1.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.2% | -1.4% | +1.6% | +1.1% |
| 30D | +20.8% | +25.5% | -4.7% | +4.1% |
| 3M | -8.1% | +11.8% | -19.9% | -14.7% |
| 6M | +11.8% | +48.7% | -36.9% | -14.1% |
| YTD | -19.5% | +57.2% | -76.7% | -40.7% |
| 1Y | -3.2% | +75.3% | -78.5% | -33.7% |
| 3Y | +37.1% | +51.9% | -14.8% | -2.5% |
| All | -29.6% | -30.7% | +1.1% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling