+115.1%
NOK vs WCN
+24.9%
+90.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -3.1% | +14.1% | +11.7% |
| 30D | +7.8% | -3.4% | +11.2% | +8.5% |
| 3M | -21.0% | +3.0% | -24.0% | -22.5% |
| 6M | +40.9% | -3.8% | +44.6% | +40.8% |
| YTD | +72.0% | -8.3% | +80.3% | +74.5% |
| 1Y | +140.9% | -9.7% | +150.7% | +145.2% |
| 3Y | +194.3% | +17.2% | +177.1% | +164.4% |
| All | +115.1% | +24.9% | +90.2% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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