+102.8%
NOK vs WEC
+30.3%
+72.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +8.7% | -1.3% | +10.0% | +9.0% |
| 30D | +12.5% | -0.4% | +12.9% | +12.6% |
| 3M | -20.7% | -6.8% | -14.0% | -19.8% |
| 6M | +36.2% | -6.4% | +42.5% | +37.5% |
| YTD | +64.1% | +2.5% | +61.7% | +62.0% |
| 1Y | +132.4% | -0.4% | +132.8% | +130.4% |
| 3Y | +182.9% | +38.5% | +144.3% | +151.9% |
| 5Y | +102.8% | +31.7% | +71.1% | +86.5% |
| All | +102.8% | +30.3% | +72.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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