+1,578.5%
NOK vs BWA
+3,889.1%
-2,310.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.5% |
| 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% | -36.3% |
| 6M | +23.1% | +28.6% | -5.5% | +11.4% |
| YTD | +55.0% | +51.1% | +3.9% | +29.4% |
| 1Y | +118.0% | +55.9% | +62.2% | +79.2% |
| 3Y | +170.5% | +70.1% | +100.4% | +107.2% |
| 5Y | +84.9% | +90.7% | -5.8% | +32.1% |
| 10Y | +112.0% | +154.0% | -42.0% | +24.5% |
| All | +1,578.5% | +3,889.1% | -2,310.5% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling