-9.0%
NVO vs SW
+26.7%
-35.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | +0.8% | +2.3% | -1.5% | +0.3% |
| 30D | +5.4% | +6.8% | -1.4% | +3.7% |
| 3M | -11.2% | -5.2% | -6.0% | -10.2% |
| 6M | -10.8% | +7.4% | -18.2% | -13.4% |
| YTD | -16.8% | +17.4% | -34.2% | -21.4% |
| 1Y | -9.0% | +27.1% | -36.1% | -19.0% |
| All | -9.0% | +26.7% | -35.7% | -19.0% |
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