+18.0%
NOK vs WBD
+288.3%
-270.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +9.3% | -1.7% | +11.0% | +9.9% |
| 30D | +17.9% | +3.9% | +14.0% | +16.6% |
| 3M | -22.3% | +5.1% | -27.4% | -23.4% |
| 6M | +36.4% | +0.6% | +35.8% | +36.3% |
| YTD | +66.3% | -3.2% | +69.5% | +67.9% |
| 1Y | +134.4% | +127.7% | +6.8% | +80.3% |
| 3Y | +186.6% | +146.6% | +40.0% | +97.9% |
| 5Y | +102.7% | +4.2% | +98.5% | +70.2% |
| 10Y | +129.8% | +13.7% | +116.1% | +58.2% |
| All | +18.0% | +288.3% | -270.3% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling