+118.0%
NOK vs BBWI
-34.3%
+152.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.5% |
| 7D | -1.8% | +1.5% | -3.3% | -1.8% |
| 30D | +4.7% | -5.2% | +9.9% | +5.1% |
| 3M | -39.7% | +11.1% | -50.8% | -40.2% |
| 6M | +23.1% | -13.4% | +36.4% | +24.8% |
| YTD | +55.0% | +0.1% | +54.9% | +53.6% |
| 1Y | +118.0% | -36.1% | +154.2% | +142.5% |
| All | +118.0% | -34.3% | +152.3% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling