-15.1%
NVO vs SW
+23.8%
-38.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.6% |
| 7D | +0.9% | -3.0% | +3.9% | +1.6% |
| 30D | +6.8% | +4.2% | +2.6% | +5.8% |
| 3M | -11.3% | -11.5% | +0.3% | -8.7% |
| 6M | -12.4% | +8.6% | -21.0% | -15.3% |
| YTD | -16.1% | +15.0% | -31.1% | -20.6% |
| 1Y | -15.1% | +25.7% | -40.8% | -24.9% |
| All | -15.1% | +23.8% | -38.9% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling