+202.5%
NVO vs SW
+183.3%
+19.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | +7.1% | +7.0% | +0.1% | +6.3% |
| 3M | -11.3% | -7.6% | -3.7% | -10.7% |
| 6M | -9.0% | +8.5% | -17.6% | -10.1% |
| YTD | -14.6% | +17.7% | -32.3% | -16.4% |
| 1Y | -4.9% | +27.1% | -32.0% | -7.5% |
| 3Y | -54.9% | +48.2% | -103.1% | -56.5% |
| 5Y | -18.7% | -2.3% | -16.3% | -21.3% |
| 10Y | +202.5% | +183.3% | +19.1% | +174.6% |
| All | +202.5% | +183.3% | +19.1% | +174.6% |
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