+115.1%
NOK vs WBD
+6.4%
+108.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +11.0% | -0.7% | +11.7% | +11.1% |
| 30D | +7.8% | +1.4% | +6.4% | +7.6% |
| 3M | -21.0% | +4.4% | -25.4% | -21.6% |
| 6M | +40.9% | +0.8% | +40.1% | +40.7% |
| YTD | +72.0% | -2.7% | +74.7% | +72.8% |
| 1Y | +140.9% | +73.4% | +67.5% | +118.6% |
| 3Y | +194.3% | +142.1% | +52.1% | +139.1% |
| All | +115.1% | +6.4% | +108.7% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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