-31.8%
NOK vs SW
+755.0%
-786.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | -1.8% | -5.1% | +3.3% | -1.4% |
| 30D | +4.7% | -4.6% | +9.3% | +5.1% |
| 3M | -39.7% | +9.4% | -49.0% | -40.1% |
| 6M | +23.1% | +3.5% | +19.6% | +22.4% |
| YTD | +55.0% | +22.0% | +33.0% | +52.2% |
| 1Y | +118.0% | +2.2% | +115.8% | +116.5% |
| 3Y | +170.5% | +19.6% | +150.9% | +163.5% |
| 5Y | +84.9% | -2.3% | +87.2% | +79.5% |
| 10Y | +112.0% | +181.4% | -69.4% | +94.3% |
| All | -31.8% | +755.0% | -786.8% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling