+123.8%
NOK vs SW
+183.3%
-59.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | -1.4% | +1.8% | -3.3% | -1.7% |
| 30D | -21.0% | +7.0% | -28.1% | -21.8% |
| 3M | -12.6% | -7.6% | -5.0% | -11.9% |
| 6M | -36.2% | +8.5% | -44.7% | -37.2% |
| YTD | +26.4% | +17.7% | +8.8% | +22.8% |
| 1Y | +19.6% | +27.1% | -7.5% | +15.0% |
| 3Y | +152.6% | +48.2% | +104.4% | +135.2% |
| 5Y | +57.3% | -2.3% | +59.6% | +49.3% |
| 10Y | +123.8% | +183.3% | -59.5% | +101.4% |
| All | +123.8% | +183.3% | -59.5% | +101.4% |
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 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