+115.1%
NOK vs W
-62.2%
+177.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.7% |
| 7D | +11.0% | -0.9% | +11.8% | +11.1% |
| 30D | +7.8% | -4.2% | +12.1% | +8.4% |
| 3M | -21.0% | +26.9% | -47.9% | -24.0% |
| 6M | +40.9% | +31.2% | +9.7% | +34.0% |
| YTD | +72.0% | -1.8% | +73.9% | +69.0% |
| 1Y | +140.9% | +9.3% | +131.6% | +132.7% |
| 3Y | +194.3% | +33.2% | +161.1% | +162.7% |
| All | +115.1% | -62.2% | +177.3% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling