-25.3%
NCLH vs SWK
+114.8%
-140.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.5% |
| 7D | +6.3% | +11.3% | -5.0% | -2.3% |
| 30D | +18.9% | +31.5% | -12.6% | -3.4% |
| 3M | -0.2% | +14.4% | -14.6% | -10.1% |
| 6M | +8.4% | +46.4% | -38.1% | -19.4% |
| YTD | -17.1% | +61.6% | -78.7% | -43.3% |
| 1Y | -2.8% | +78.7% | -81.5% | -38.6% |
| 3Y | +40.4% | +54.4% | -14.0% | -7.1% |
| 5Y | -30.8% | -25.3% | -5.4% | -21.4% |
| 10Y | -51.3% | +22.4% | -73.6% | -63.0% |
| All | -25.3% | +114.8% | -140.1% | -55.0% |
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