+105.5%
NOK vs WAB
+220.4%
-114.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +17.9% | -4.6% | +22.4% | +20.3% |
| 3M | -22.3% | +5.6% | -28.0% | -24.4% |
| 6M | +36.4% | +13.8% | +22.6% | +28.1% |
| YTD | +66.3% | +31.9% | +34.5% | +46.2% |
| 1Y | +134.4% | +48.3% | +86.2% | +94.5% |
| 3Y | +186.6% | +167.1% | +19.4% | +65.3% |
| All | +105.5% | +220.4% | -114.9% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling