+218.9%
NVO vs SW
+177.1%
+41.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | +3.3% | -2.9% | +6.2% | +3.6% |
| 30D | +9.2% | +5.0% | +4.2% | +8.7% |
| 3M | -9.8% | -13.7% | +3.9% | -8.4% |
| 6M | -10.4% | +8.0% | -18.5% | -11.4% |
| YTD | -14.1% | +14.0% | -28.1% | -15.6% |
| 1Y | -11.1% | +25.6% | -36.7% | -13.4% |
| 3Y | -54.9% | +40.1% | -95.1% | -56.4% |
| 5Y | -17.4% | -2.6% | -14.8% | -19.9% |
| All | +218.9% | +177.1% | +41.8% | +194.5% |
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