+1,266.3%
NVDL vs SW
+31.9%
+1,234.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -24.8% | -2.9% | -21.9% | -23.9% |
| 30D | -48.0% | +5.0% | -53.1% | -49.2% |
| 3M | -51.5% | -13.7% | -37.9% | -49.0% |
| 6M | -54.9% | +8.0% | -62.9% | -57.0% |
| YTD | -39.2% | +14.0% | -53.2% | -44.2% |
| 1Y | -41.1% | +25.6% | -66.7% | -48.3% |
| 3Y | +262.9% | +40.1% | +222.8% | +238.6% |
| All | +1,266.3% | +31.9% | +1,234.4% | +1,024.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling