+138.6%
NOK vs BBWI
-55.0%
+193.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.4% | -1.6% | +4.0% |
| 7D | +11.0% | -4.8% | +15.8% | +11.6% |
| 30D | +7.8% | +3.5% | +4.4% | +7.1% |
| 3M | -21.0% | -0.3% | -20.7% | -21.5% |
| 6M | +40.9% | -5.4% | +46.3% | +40.0% |
| YTD | +72.0% | -4.7% | +76.8% | +70.2% |
| 1Y | +140.9% | -30.5% | +171.4% | +146.7% |
| 3Y | +194.3% | -44.3% | +238.6% | +202.2% |
| 5Y | +112.5% | -66.9% | +179.4% | +126.1% |
| All | +138.6% | -55.0% | +193.5% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling