-27.7%
NCLH vs SWK
+111.8%
-139.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.0% | +11.0% | -9.0% | -6.0% |
| 30D | +19.1% | +30.1% | -11.0% | -2.5% |
| 3M | -7.5% | +14.7% | -22.1% | -16.8% |
| 6M | +1.0% | +44.5% | -43.5% | -24.1% |
| YTD | -19.7% | +59.4% | -79.1% | -44.5% |
| 1Y | -1.8% | +77.5% | -79.3% | -37.6% |
| 3Y | +36.7% | +49.5% | -12.8% | -7.2% |
| 5Y | -38.0% | -24.9% | -13.1% | -30.1% |
| 10Y | -51.6% | +31.8% | -83.3% | -64.5% |
| All | -27.7% | +111.8% | -139.6% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling