+1,700.7%
NOK vs ITW
+4,958.5%
-3,257.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +2.0% |
| 7D | +9.3% | -1.9% | +11.2% | +10.5% |
| 30D | +17.9% | -10.4% | +28.2% | +25.4% |
| 3M | -22.3% | +3.5% | -25.8% | -24.5% |
| 6M | +36.4% | -3.4% | +39.7% | +37.6% |
| YTD | +66.3% | +8.5% | +57.8% | +56.0% |
| 1Y | +134.4% | +3.2% | +131.2% | +125.3% |
| 3Y | +186.6% | +18.9% | +167.7% | +150.6% |
| 5Y | +102.7% | +35.0% | +67.7% | +62.4% |
| 10Y | +129.8% | +188.6% | -58.8% | +9.8% |
| All | +1,700.7% | +4,958.5% | -3,257.8% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling