+848.3%
NVO vs SW
+730.4%
+117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | +3.0% | +4.7% | -1.7% | +2.7% |
| 30D | +7.4% | +5.0% | +2.4% | +7.0% |
| 3M | -8.3% | -7.3% | -1.0% | -8.0% |
| 6M | -9.0% | +15.0% | -24.0% | -10.0% |
| YTD | -16.8% | +18.5% | -35.4% | -17.9% |
| 1Y | -12.7% | +27.1% | -39.8% | -14.1% |
| 3Y | -55.2% | +49.3% | -104.5% | -56.3% |
| 5Y | -20.3% | -1.6% | -18.7% | -21.9% |
| 10Y | +196.4% | +185.4% | +11.0% | +180.1% |
| All | +848.3% | +730.4% | +117.9% | +737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling