+1,624.2%
NVDL vs SW
+37.2%
+1,587.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -1.5% | -17.1% | -18.0% |
| 7D | -28.8% | +4.7% | -33.5% | -30.1% |
| 30D | -44.0% | +5.0% | -49.0% | -45.2% |
| 3M | -35.6% | -7.3% | -28.3% | -34.1% |
| 6M | -25.3% | +15.0% | -40.3% | -30.4% |
| YTD | -23.3% | +18.5% | -41.8% | -30.6% |
| 1Y | -32.5% | +27.1% | -59.6% | -40.9% |
| 3Y | +413.3% | +49.3% | +364.0% | +370.1% |
| All | +1,624.2% | +37.2% | +1,587.0% | +1,297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling