-15.4%
NOK vs WCC
+1,563.0%
-1,578.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.1% |
| 7D | +5.4% | +9.9% | -4.6% | +2.6% |
| 30D | -14.1% | -8.4% | -5.7% | -11.7% |
| 3M | -23.6% | -10.3% | -13.2% | -20.7% |
| 6M | -45.1% | -10.5% | -34.7% | -42.8% |
| YTD | +24.7% | +32.2% | -7.4% | +16.2% |
| 1Y | +19.0% | +25.5% | -6.5% | +12.3% |
| 3Y | +147.0% | +134.7% | +12.3% | +84.9% |
| 5Y | +58.2% | +139.9% | -81.8% | +13.3% |
| 10Y | +122.3% | +433.5% | -311.2% | +12.2% |
| All | -15.4% | +1,563.0% | -1,578.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling