+59.4%
NOK vs W
+176.2%
-116.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +2.3% |
| 7D | -1.8% | -4.2% | +2.4% | -1.2% |
| 30D | +4.7% | -7.6% | +12.3% | +5.7% |
| 3M | -39.7% | +37.2% | -76.8% | -42.5% |
| 6M | +23.1% | +26.3% | -3.3% | +17.7% |
| YTD | +55.0% | -1.0% | +56.0% | +52.1% |
| 1Y | +118.0% | +20.1% | +98.0% | +108.2% |
| 3Y | +170.5% | +37.8% | +132.7% | +140.4% |
| 5Y | +84.9% | -63.7% | +148.5% | +75.4% |
| 10Y | +112.0% | +156.3% | -44.3% | +40.7% |
| All | +59.4% | +176.2% | -116.7% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling