+110.0%
NOK vs SW
+182.7%
-72.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | -10.5% | +2.3% | -12.8% | -10.8% |
| 30D | -27.9% | +6.8% | -34.7% | -28.6% |
| 3M | -18.8% | -5.2% | -13.6% | -18.4% |
| 6M | -41.9% | +7.4% | -49.4% | -42.7% |
| YTD | +18.4% | +17.4% | +1.0% | +15.0% |
| 1Y | +10.9% | +27.1% | -16.2% | +6.5% |
| 3Y | +137.9% | +47.9% | +90.0% | +121.6% |
| 5Y | +47.8% | -2.6% | +50.4% | +40.3% |
| All | +110.0% | +182.7% | -72.7% | +86.3% |
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