+198.1%
NVO vs SW
+182.7%
+15.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | +5.4% | +6.8% | -1.4% | +4.6% |
| 3M | -11.2% | -5.2% | -6.0% | -10.8% |
| 6M | -10.8% | +7.4% | -18.2% | -11.7% |
| YTD | -16.8% | +17.4% | -34.2% | -18.5% |
| 1Y | -9.0% | +27.1% | -36.1% | -11.5% |
| 3Y | -56.5% | +47.9% | -104.4% | -58.1% |
| 5Y | -20.3% | -2.6% | -17.7% | -22.8% |
| All | +198.1% | +182.7% | +15.4% | +167.3% |
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