+127.9%
NOK vs WAT
+222.4%
-94.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | -14.1% | +5.4% | -19.6% | -15.3% |
| 3M | -23.6% | +11.3% | -34.9% | -26.0% |
| 6M | -45.1% | +37.4% | -82.6% | -50.3% |
| YTD | +24.7% | +21.2% | +3.6% | +15.8% |
| 1Y | +19.0% | +21.3% | -2.3% | +10.3% |
| 3Y | +147.0% | +83.4% | +63.6% | +86.9% |
| 5Y | +58.2% | +29.0% | +29.2% | +35.1% |
| All | +127.9% | +222.4% | -94.5% | +41.0% |
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