+118.0%
NOK vs WAB
+48.2%
+69.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.4% |
| 7D | -1.8% | -3.2% | +1.4% | -0.8% |
| 30D | +4.7% | -4.4% | +9.1% | +6.1% |
| 3M | -39.7% | +7.9% | -47.5% | -40.6% |
| 6M | +23.1% | +8.7% | +14.4% | +20.1% |
| YTD | +55.0% | +33.0% | +22.0% | +51.9% |
| 1Y | +118.0% | +46.7% | +71.4% | +113.0% |
| All | +118.0% | +48.2% | +69.9% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling