+118.0%
NOK vs BWA
+59.1%
+59.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.6% |
| 7D | -1.8% | +5.7% | -7.4% | -3.9% |
| 30D | +4.7% | +1.4% | +3.3% | +3.9% |
| 3M | -39.7% | -12.1% | -27.6% | -37.0% |
| 6M | +23.1% | +28.6% | -5.5% | +18.1% |
| YTD | +55.0% | +51.1% | +3.9% | +39.4% |
| 1Y | +118.0% | +55.9% | +62.2% | +93.2% |
| All | +118.0% | +59.1% | +59.0% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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