+1,250.5%
NOK vs WEC
+3,094.0%
-1,843.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | +5.4% | +2.3% | +3.0% | +4.6% |
| 30D | -14.1% | +11.1% | -25.2% | -17.5% |
| 3M | -23.6% | +8.4% | -32.0% | -26.0% |
| 6M | -45.1% | +7.5% | -52.6% | -47.0% |
| YTD | +24.7% | +15.3% | +9.4% | +17.5% |
| 1Y | +19.0% | +9.7% | +9.3% | +14.1% |
| 3Y | +147.0% | +64.7% | +82.3% | +102.4% |
| 5Y | +58.2% | +57.3% | +0.9% | +30.3% |
| 10Y | +122.3% | +195.9% | -73.6% | +36.6% |
| All | +1,250.5% | +3,094.0% | -1,843.4% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling