+413.4%
NOK vs WAB
+4,316.0%
-3,902.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +5.4% | +5.1% | +0.3% | +3.6% |
| 30D | -14.1% | +4.0% | -18.2% | -14.9% |
| 3M | -23.6% | +0.1% | -23.7% | -23.2% |
| 6M | -45.1% | +12.8% | -57.9% | -47.2% |
| YTD | +24.7% | +40.1% | -15.3% | +11.2% |
| 1Y | +19.0% | +46.4% | -27.3% | +4.5% |
| 3Y | +147.0% | +167.4% | -20.4% | +73.6% |
| 5Y | +58.2% | +215.0% | -156.9% | +4.7% |
| 10Y | +122.3% | +269.2% | -146.9% | +27.7% |
| All | +413.4% | +4,316.0% | -3,902.6% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling