+28.7%
SW vs NVD
-8.4%
+37.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | +1.2% |
| 7D | +2.2% | +43.9% | -41.7% | +5.1% |
| 30D | +7.4% | +74.0% | -66.6% | +12.5% |
| 3M | -5.9% | +48.3% | -54.3% | -2.4% |
| 6M | +9.0% | +30.3% | -21.4% | +13.2% |
| YTD | +18.1% | -12.9% | +31.0% | +17.4% |
| 1Y | +28.7% | -4.0% | +32.6% | +27.0% |
| All | +28.7% | -8.4% | +37.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling