-43.8%
NOK vs SW
+743.1%
-786.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -2.9% |
| 7D | -10.4% | +12.1% | -22.5% | -11.2% |
| 30D | -19.0% | +6.6% | -25.6% | -19.5% |
| 3M | -16.7% | -6.0% | -10.7% | -16.4% |
| 6M | -37.1% | +21.5% | -58.6% | -38.2% |
| YTD | +27.7% | +20.3% | +7.3% | +25.3% |
| 1Y | +21.3% | +28.1% | -6.9% | +18.5% |
| 3Y | +154.3% | +51.6% | +102.7% | +144.1% |
| 5Y | +61.0% | -0.1% | +61.2% | +56.1% |
| 10Y | +133.3% | +189.7% | -56.4% | +113.8% |
| All | -43.8% | +743.1% | -786.9% | -46.8% |
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