+147.0%
NOK vs W
+161.9%
-14.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -14.1% | +6.8% | -21.0% | -14.9% |
| 3M | -23.6% | +10.7% | -34.2% | -24.9% |
| 6M | -45.1% | +86.3% | -131.5% | -50.3% |
| YTD | +24.7% | +11.5% | +13.3% | +20.0% |
| 1Y | +19.0% | +5.1% | +13.9% | +15.2% |
| 3Y | +147.0% | +171.0% | -24.0% | +94.9% |
| All | +147.0% | +161.9% | -14.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling