+31.6%
NOK vs W
+209.7%
-178.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | +11.0% | -1.7% | +12.7% | +11.2% |
| 30D | -16.0% | +3.2% | -19.3% | -16.4% |
| 3M | -19.8% | +8.3% | -28.1% | -20.8% |
| 6M | -37.1% | +84.3% | -121.4% | -42.5% |
| YTD | +28.0% | +11.0% | +17.0% | +23.4% |
| 1Y | +17.9% | -0.2% | +18.2% | +15.0% |
| 3Y | +152.7% | +157.9% | -5.2% | +108.2% |
| 5Y | +62.3% | -56.8% | +119.1% | +50.6% |
| 10Y | +128.1% | +212.2% | -84.1% | +48.0% |
| All | +31.6% | +209.7% | -178.0% | -16.6% |
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