+129.9%
NOK vs BWA
+53.4%
+76.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +8.7% | -0.1% | +8.8% | +8.6% |
| 30D | +12.5% | -5.5% | +18.0% | +14.8% |
| 3M | -20.7% | -7.6% | -13.1% | -18.7% |
| 6M | +36.2% | +25.0% | +11.2% | +32.1% |
| YTD | +64.1% | +47.0% | +17.2% | +49.1% |
| All | +129.9% | +53.4% | +76.5% | +107.6% |
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