+127.6%
NOK vs WAT
+166.5%
-38.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +8.7% | -2.9% | +11.6% | +9.6% |
| 30D | +12.5% | -3.2% | +15.7% | +13.5% |
| 3M | -20.7% | +10.6% | -31.3% | -23.2% |
| 6M | +36.2% | +34.0% | +2.1% | +22.7% |
| YTD | +64.1% | +5.7% | +58.4% | +58.7% |
| 1Y | +132.4% | +37.1% | +95.3% | +104.3% |
| 3Y | +182.9% | +52.4% | +130.5% | +127.4% |
| 5Y | +102.8% | -4.4% | +107.2% | +91.2% |
| All | +127.6% | +166.5% | -38.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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