+102.8%
NOK vs BBWI
-69.5%
+172.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +8.7% | -8.0% | +16.7% | +10.0% |
| 30D | +12.5% | -6.6% | +19.1% | +13.2% |
| 3M | -20.7% | -2.7% | -18.0% | -21.2% |
| 6M | +36.2% | -12.8% | +48.9% | +36.7% |
| YTD | +64.1% | -10.5% | +74.6% | +63.1% |
| 1Y | +132.4% | -35.3% | +167.7% | +143.7% |
| 3Y | +182.9% | -47.7% | +230.6% | +195.0% |
| 5Y | +102.8% | -68.9% | +171.7% | +137.5% |
| All | +102.8% | -69.5% | +172.3% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling