+138.6%
NOK vs BWA
+156.8%
-18.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.2% |
| 7D | +11.0% | -1.3% | +12.3% | +11.5% |
| 30D | +7.8% | -2.9% | +10.8% | +9.0% |
| 3M | -21.0% | -10.7% | -10.3% | -17.6% |
| 6M | +40.9% | +26.5% | +14.4% | +29.3% |
| YTD | +72.0% | +49.1% | +22.9% | +46.1% |
| 1Y | +140.9% | +52.1% | +88.9% | +102.7% |
| 3Y | +194.3% | +72.6% | +121.7% | +128.7% |
| 5Y | +112.5% | +89.4% | +23.1% | +54.8% |
| All | +138.6% | +156.8% | -18.2% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling