+996.6%
NVO vs SW
+755.0%
+241.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +2.2% | -5.1% | +7.3% | +2.5% |
| 30D | +6.0% | -4.6% | +10.6% | +6.3% |
| 3M | +7.9% | +9.4% | -1.5% | +7.1% |
| 6M | +27.1% | +3.5% | +23.6% | +26.5% |
| YTD | -3.8% | +22.0% | -25.9% | -5.2% |
| 1Y | -12.8% | +2.2% | -15.1% | -13.3% |
| 3Y | -46.3% | +19.6% | -65.9% | -47.2% |
| 5Y | +3.6% | -2.3% | +5.9% | +1.5% |
| 10Y | +157.0% | +181.4% | -24.3% | +142.7% |
| All | +996.6% | +755.0% | +241.6% | +866.4% |
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