+427.9%
NVDL vs SW
+39.0%
+388.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.8% |
| 7D | -18.2% | +2.3% | -20.5% | -19.0% |
| 30D | -40.1% | +6.8% | -46.9% | -42.0% |
| 3M | -31.9% | -5.2% | -26.8% | -30.8% |
| 6M | -29.3% | +7.4% | -36.7% | -33.2% |
| YTD | -19.2% | +17.4% | -36.6% | -28.6% |
| 1Y | -23.3% | +27.1% | -50.4% | -35.5% |
| 3Y | +427.9% | +47.9% | +380.0% | +401.0% |
| All | +427.9% | +39.0% | +388.8% | +401.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling