+115.1%
NOK vs ITW
+36.9%
+78.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.3% |
| 7D | +11.0% | -0.7% | +11.7% | +11.3% |
| 30D | +7.8% | -8.3% | +16.2% | +12.3% |
| 3M | -21.0% | +6.0% | -27.0% | -24.1% |
| 6M | +40.9% | 0.0% | +40.9% | +39.5% |
| YTD | +72.0% | +10.2% | +61.8% | +60.8% |
| 1Y | +140.9% | +3.2% | +137.7% | +132.9% |
| 3Y | +194.3% | +21.0% | +173.3% | +154.7% |
| All | +115.1% | +36.9% | +78.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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