+138.6%
NOK vs WCC
+541.6%
-403.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.8% |
| 7D | +11.0% | +1.5% | +9.4% | +10.6% |
| 30D | +7.8% | -2.1% | +10.0% | +8.4% |
| 3M | -21.0% | +3.8% | -24.8% | -21.6% |
| 6M | +40.9% | +35.0% | +5.9% | +31.4% |
| YTD | +72.0% | +46.4% | +25.7% | +57.0% |
| 1Y | +140.9% | +63.0% | +77.9% | +113.2% |
| 3Y | +194.3% | +133.9% | +60.3% | +126.9% |
| 5Y | +112.5% | +226.5% | -114.0% | +46.0% |
| All | +138.6% | +541.6% | -403.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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