+165.1%
NOK vs WCN
+6,767.3%
-6,602.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.5% |
| 7D | +7.3% | -0.4% | +7.7% | +7.3% |
| 30D | +13.8% | -2.1% | +15.9% | +14.3% |
| 3M | -27.0% | +6.4% | -33.4% | -28.8% |
| 6M | +37.6% | -3.7% | +41.3% | +37.7% |
| YTD | +64.6% | -6.4% | +71.0% | +65.9% |
| 1Y | +132.0% | -7.9% | +140.0% | +134.5% |
| 3Y | +183.7% | +20.8% | +162.9% | +163.8% |
| 5Y | +101.3% | +29.0% | +72.3% | +83.1% |
| 10Y | +122.4% | +236.4% | -114.0% | +56.6% |
| All | +165.1% | +6,767.3% | -6,602.3% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling