+577.6%
NOK vs WAB
+4,115.8%
-3,538.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +7.3% | +1.7% | +5.6% | +6.7% |
| 30D | +13.8% | -2.4% | +16.2% | +14.8% |
| 3M | -27.0% | +9.7% | -36.7% | -29.5% |
| 6M | +37.6% | +16.5% | +21.1% | +30.1% |
| YTD | +64.6% | +33.7% | +30.9% | +48.4% |
| 1Y | +132.0% | +49.7% | +82.3% | +100.7% |
| 3Y | +183.7% | +170.9% | +12.7% | +97.4% |
| 5Y | +101.3% | +228.0% | -126.8% | +30.7% |
| 10Y | +122.4% | +284.8% | -162.4% | +25.1% |
| All | +577.6% | +4,115.8% | -3,538.2% | +70.8% |
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