+60.7%
NOK vs WAT
+28.6%
+32.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.1% |
| 3M | -23.6% | +11.3% | -34.9% | -25.6% |
| 6M | -45.1% | +37.4% | -82.6% | -49.6% |
| YTD | +24.7% | +21.2% | +3.6% | +17.3% |
| 1Y | +19.0% | +21.3% | -2.3% | +11.8% |
| 3Y | +147.0% | +83.4% | +63.6% | +86.5% |
| All | +60.7% | +28.6% | +32.1% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling