+31.6%
SW vs NVD
-99.2%
+130.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.1% |
| 7D | -5.1% | -11.1% | +6.0% | -6.1% |
| 30D | -4.6% | -13.3% | +8.7% | -5.6% |
| 3M | +9.4% | -19.8% | +29.2% | +8.2% |
| 6M | +3.5% | -48.8% | +52.3% | -1.0% |
| YTD | +22.0% | -49.7% | +71.7% | +17.0% |
| 1Y | +2.2% | -61.4% | +63.6% | -3.9% |
| 3Y | +19.6% | -99.1% | +118.7% | -4.6% |
| All | +31.6% | -99.2% | +130.8% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling