+1,377.5%
NVDL vs SW
+36.7%
+1,340.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.4% | -11.3% | -11.1% |
| 7D | -34.5% | +2.2% | -36.7% | -35.1% |
| 30D | -47.7% | +7.4% | -55.1% | -49.3% |
| 3M | -43.9% | -5.9% | -38.0% | -42.9% |
| 6M | -46.4% | +9.0% | -55.3% | -49.1% |
| YTD | -34.3% | +18.1% | -52.4% | -40.5% |
| 1Y | -44.0% | +28.7% | -72.7% | -51.3% |
| 3Y | +295.7% | +48.8% | +246.9% | +262.7% |
| All | +1,377.5% | +36.7% | +1,340.7% | +1,098.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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