+1,463.3%
NVDL vs SW
+35.7%
+1,427.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.6% | +6.1% |
| 7D | -26.2% | -2.6% | -23.6% | -25.4% |
| 30D | -43.2% | +7.2% | -50.4% | -44.9% |
| 3M | -40.5% | -10.5% | -30.1% | -38.3% |
| 6M | -45.4% | +9.9% | -55.3% | -48.3% |
| YTD | -30.5% | +17.2% | -47.7% | -36.9% |
| 1Y | -37.1% | +26.5% | -63.6% | -44.9% |
| 3Y | +318.7% | +47.7% | +271.0% | +284.7% |
| All | +1,463.3% | +35.7% | +1,427.6% | +1,171.7% |
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