+138.6%
NOK vs NWSA
+149.4%
-10.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +11.0% | -2.8% | +13.8% | +12.0% |
| 30D | +7.8% | +3.0% | +4.8% | +6.6% |
| 3M | -21.0% | +12.3% | -33.3% | -25.0% |
| 6M | +40.9% | +21.9% | +19.0% | +29.1% |
| YTD | +72.0% | +13.6% | +58.5% | +61.2% |
| 1Y | +140.9% | +0.5% | +140.4% | +135.9% |
| 3Y | +194.3% | +43.8% | +150.5% | +146.3% |
| 5Y | +112.5% | +41.2% | +71.4% | +75.0% |
| All | +138.6% | +149.4% | -10.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling