+180.8%
NOK vs NWSA
+43.0%
+137.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +8.7% | -4.8% | +13.5% | +9.5% |
| 30D | +12.5% | +3.0% | +9.5% | +11.9% |
| 3M | -20.7% | +9.3% | -30.0% | -22.1% |
| 6M | +36.2% | +23.2% | +13.0% | +28.8% |
| YTD | +64.1% | +13.3% | +50.8% | +58.7% |
| 1Y | +132.4% | +2.9% | +129.5% | +132.2% |
| All | +180.8% | +43.0% | +137.8% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling