+45.5%
NOK vs SW
-2.6%
+48.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.7% |
| 3M | -18.8% | -5.2% | -13.6% | -18.3% |
| 6M | -41.9% | +7.4% | -49.4% | -42.9% |
| YTD | +18.4% | +17.4% | +1.0% | +14.2% |
| 1Y | +10.9% | +27.1% | -16.2% | +5.6% |
| 3Y | +137.9% | +47.9% | +90.0% | +117.5% |
| All | +45.5% | -2.6% | +48.1% | +36.9% |
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