+19.0%
NOK vs BBWI
+0.1%
+18.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | +5.4% | +0.1% | +5.2% | +5.4% |
| 30D | -14.1% | +12.9% | -27.0% | -14.2% |
| 3M | -23.6% | +16.0% | -39.6% | -23.7% |
| 6M | -45.1% | +16.6% | -61.8% | -45.5% |
| YTD | +24.7% | +9.7% | +15.0% | +24.1% |
| 1Y | +19.0% | +1.5% | +17.5% | +18.8% |
| All | +19.0% | +0.1% | +18.9% | +18.8% |
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 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