+595.1%
NOK vs WAT
+10,644.3%
-10,049.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.7% |
| 7D | +7.3% | -0.7% | +8.0% | +7.4% |
| 30D | +13.8% | -1.0% | +14.8% | +14.0% |
| 3M | -27.0% | +10.9% | -37.9% | -29.5% |
| 6M | +37.6% | +33.2% | +4.4% | +23.9% |
| YTD | +64.6% | +6.1% | +58.5% | +58.4% |
| 1Y | +132.0% | +30.2% | +101.8% | +107.7% |
| 3Y | +183.7% | +52.9% | +130.8% | +132.2% |
| 5Y | +101.3% | -5.1% | +106.4% | +90.4% |
| 10Y | +122.4% | +152.6% | -30.2% | +47.5% |
| All | +595.1% | +10,644.3% | -10,049.2% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling