+147.0%
NOK vs BBWI
-24.0%
+171.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +5.4% | +0.1% | +5.2% | +5.3% |
| 30D | -14.1% | +12.9% | -27.0% | -15.0% |
| 3M | -23.6% | +16.0% | -39.6% | -24.7% |
| 6M | -45.1% | +16.6% | -61.8% | -46.3% |
| YTD | +24.7% | +9.7% | +15.0% | +22.1% |
| 1Y | +19.0% | +1.5% | +17.5% | +17.1% |
| 3Y | +147.0% | -21.4% | +168.4% | +166.6% |
| All | +147.0% | -24.0% | +171.0% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling