+86.7%
NOK vs SW
-2.3%
+89.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -1.8% | -5.1% | +3.3% | -0.9% |
| 30D | +4.7% | -4.6% | +9.3% | +5.5% |
| 3M | -39.7% | +9.4% | -49.0% | -40.7% |
| 6M | +23.1% | +3.5% | +19.6% | +21.6% |
| YTD | +55.0% | +22.0% | +33.0% | +48.9% |
| 1Y | +118.0% | +2.2% | +115.8% | +114.7% |
| 3Y | +170.5% | +19.6% | +150.9% | +154.6% |
| All | +86.7% | -2.3% | +89.1% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling