+133.9%
NOK vs W
+211.1%
-77.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.5% |
| 7D | +11.0% | -1.7% | +12.7% | +11.3% |
| 30D | -16.0% | +3.2% | -19.3% | -16.4% |
| 3M | -19.8% | +8.3% | -28.1% | -20.9% |
| 6M | -37.1% | +84.3% | -121.4% | -42.8% |
| YTD | +28.0% | +11.0% | +17.0% | +23.2% |
| 1Y | +17.9% | -0.2% | +18.2% | +14.9% |
| 3Y | +152.7% | +157.9% | -5.2% | +105.9% |
| 5Y | +62.3% | -56.8% | +119.1% | +50.9% |
| All | +133.9% | +211.1% | -77.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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