+112.7%
NOK vs SW
+147.8%
-35.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -1.8% | -5.1% | +3.3% | -1.1% |
| 30D | +4.7% | -4.6% | +9.3% | +5.3% |
| 3M | -39.7% | +9.4% | -49.0% | -40.5% |
| 6M | +23.1% | +3.5% | +19.6% | +21.9% |
| YTD | +55.0% | +22.0% | +33.0% | +50.2% |
| 1Y | +118.0% | +2.2% | +115.8% | +115.5% |
| 3Y | +170.5% | +19.6% | +150.9% | +158.3% |
| 5Y | +84.9% | -2.3% | +87.2% | +75.6% |
| All | +112.7% | +147.8% | -35.1% | +87.3% |
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