+26.9%
SW vs NVD
-98.8%
+125.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | +1.0% |
| 7D | +1.8% | +23.8% | -22.0% | +4.0% |
| 30D | +7.0% | +57.0% | -50.0% | +11.8% |
| 3M | -7.6% | +41.6% | -49.2% | -4.0% |
| 6M | +8.5% | +17.6% | -9.0% | +11.9% |
| YTD | +17.7% | -21.4% | +39.1% | +17.9% |
| 1Y | +27.1% | -23.3% | +50.3% | +27.4% |
| 3Y | +48.2% | -98.7% | +146.9% | +19.7% |
| All | +26.9% | -98.8% | +125.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling