-5.4%
NVO vs SW
+26.3%
-31.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +2.3% | +1.8% | +0.5% | +1.9% |
| 30D | +7.1% | +7.0% | +0.1% | +5.4% |
| 3M | -11.3% | -7.6% | -3.7% | -9.8% |
| 6M | -9.0% | +8.5% | -17.6% | -12.0% |
| YTD | -14.6% | +17.7% | -32.3% | -19.4% |
| All | -5.4% | +26.3% | -31.7% | -16.3% |
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 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