+147.0%
NOK vs BWA
+64.0%
+83.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +5.4% | +4.3% | +1.1% | +3.6% |
| 30D | -14.1% | -13.0% | -1.1% | -9.0% |
| 3M | -23.6% | -24.8% | +1.2% | -14.4% |
| 6M | -45.1% | -23.5% | -21.6% | -38.6% |
| YTD | +24.7% | +13.8% | +10.9% | +23.2% |
| 1Y | +19.0% | +13.4% | +5.6% | +17.6% |
| 3Y | +147.0% | +62.8% | +84.3% | +110.6% |
| All | +147.0% | +64.0% | +83.0% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling