-36.5%
NCLH vs SWK
-25.5%
-11.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.0% | +11.0% | -9.0% | -4.9% |
| 30D | +19.1% | +30.1% | -11.0% | +0.3% |
| 3M | -7.5% | +14.7% | -22.1% | -15.5% |
| 6M | +1.0% | +44.5% | -43.5% | -20.9% |
| YTD | -19.7% | +59.4% | -79.1% | -41.3% |
| 1Y | -1.8% | +77.5% | -79.3% | -33.1% |
| 3Y | +36.7% | +49.5% | -12.8% | -1.4% |
| All | -36.5% | -25.5% | -11.1% | -31.8% |
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