+184.5%
NOK vs BBWI
-47.8%
+232.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +1.6% |
| 7D | +9.3% | -4.4% | +13.8% | +9.7% |
| 30D | +17.9% | -7.4% | +25.2% | +18.4% |
| 3M | -22.3% | -2.2% | -20.1% | -22.6% |
| 6M | +36.4% | -16.3% | +52.7% | +37.5% |
| YTD | +66.3% | -9.1% | +75.4% | +65.4% |
| 1Y | +134.4% | -34.5% | +168.9% | +142.2% |
| All | +184.5% | -47.8% | +232.3% | +189.7% |
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