+104.5%
NOK vs SW
+185.4%
-80.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.2% | -9.5% |
| 7D | -19.9% | +4.7% | -24.5% | -20.4% |
| 30D | -32.0% | +5.0% | -37.0% | -32.5% |
| 3M | -22.1% | -7.3% | -14.8% | -21.5% |
| 6M | -44.4% | +15.0% | -59.4% | -45.7% |
| YTD | +15.3% | +18.5% | -3.2% | +11.9% |
| 1Y | +8.9% | +27.1% | -18.2% | +4.7% |
| 3Y | +129.7% | +49.3% | +80.3% | +113.7% |
| 5Y | +43.9% | -1.6% | +45.6% | +36.5% |
| All | +104.5% | +185.4% | -80.8% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling