-41.1%
NVDL vs SW
+24.2%
-65.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -24.8% | -2.9% | -21.9% | -24.3% |
| 30D | -48.0% | +5.0% | -53.1% | -48.7% |
| 3M | -51.5% | -13.7% | -37.9% | -49.8% |
| 6M | -54.9% | +8.0% | -62.9% | -56.5% |
| YTD | -39.2% | +14.0% | -53.2% | -40.4% |
| 1Y | -41.1% | +25.6% | -66.7% | -41.7% |
| All | -41.1% | +24.2% | -65.3% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling