-49.3%
NOK vs SW
+730.4%
-779.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.2% | -9.6% |
| 7D | -19.9% | +4.7% | -24.5% | -20.2% |
| 30D | -32.0% | +5.0% | -37.0% | -32.3% |
| 3M | -22.1% | -7.3% | -14.8% | -21.8% |
| 6M | -44.4% | +15.0% | -59.4% | -45.2% |
| YTD | +15.3% | +18.5% | -3.2% | +13.3% |
| 1Y | +8.9% | +27.1% | -18.2% | +6.4% |
| 3Y | +129.7% | +49.3% | +80.3% | +120.7% |
| 5Y | +43.9% | -1.6% | +45.6% | +39.7% |
| 10Y | +110.7% | +185.4% | -74.7% | +93.3% |
| All | -49.3% | +730.4% | -779.7% | -51.9% |
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 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