+102.8%
NOK vs BWA
+86.5%
+16.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +8.7% | -0.1% | +8.8% | +8.7% |
| 30D | +12.5% | -5.5% | +18.0% | +14.7% |
| 3M | -20.7% | -7.6% | -13.1% | -18.5% |
| 6M | +36.2% | +25.0% | +11.2% | +26.4% |
| YTD | +64.1% | +47.0% | +17.2% | +41.4% |
| 1Y | +132.4% | +54.0% | +78.4% | +96.2% |
| 3Y | +182.9% | +70.7% | +112.2% | +124.3% |
| 5Y | +102.8% | +86.7% | +16.1% | +43.5% |
| All | +102.8% | +86.5% | +16.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling