+292.4%
NOK vs NWSA
+121.6%
+170.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +9.3% | -3.4% | +12.7% | +10.7% |
| 30D | +17.9% | +3.9% | +13.9% | +16.0% |
| 3M | -22.3% | +8.9% | -31.2% | -25.6% |
| 6M | +36.4% | +21.2% | +15.2% | +24.8% |
| YTD | +66.3% | +13.8% | +52.5% | +55.1% |
| 1Y | +134.4% | +1.4% | +133.0% | +128.1% |
| 3Y | +186.6% | +44.0% | +142.6% | +138.2% |
| 5Y | +102.7% | +40.5% | +62.2% | +66.2% |
| 10Y | +129.8% | +149.2% | -19.4% | +38.8% |
| All | +292.4% | +121.6% | +170.8% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling