+153.4%
NOK vs WM
+48.8%
+104.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.3% |
| 7D | +11.0% | +1.2% | +9.8% | +11.5% |
| 30D | -16.0% | +15.2% | -31.3% | -11.4% |
| 3M | -19.8% | +8.3% | -28.1% | -16.5% |
| 6M | -37.1% | +13.1% | -50.3% | -34.3% |
| YTD | +28.0% | +12.5% | +15.4% | +34.8% |
| 1Y | +17.9% | +21.8% | -3.8% | +25.0% |
| All | +153.4% | +48.8% | +104.7% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling