+138.6%
NOK vs WAB
+296.8%
-158.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +11.0% | +0.1% | +10.8% | +10.9% |
| 30D | +7.8% | -4.1% | +11.9% | +9.3% |
| 3M | -21.0% | +8.2% | -29.2% | -23.1% |
| 6M | +40.9% | +15.4% | +25.5% | +34.2% |
| YTD | +72.0% | +33.1% | +38.9% | +56.5% |
| 1Y | +140.9% | +48.1% | +92.8% | +111.3% |
| 3Y | +194.3% | +167.7% | +26.5% | +110.1% |
| 5Y | +112.5% | +225.7% | -113.2% | +42.2% |
| All | +138.6% | +296.8% | -158.3% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling