+137.9%
NOK vs WM
+47.1%
+90.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +1.9% |
| 7D | -10.5% | +1.2% | -11.7% | -10.0% |
| 30D | -27.9% | +13.1% | -40.9% | -24.6% |
| 3M | -18.8% | +3.6% | -22.4% | -16.8% |
| 6M | -41.9% | +8.1% | -50.0% | -40.1% |
| YTD | +18.4% | +8.9% | +9.5% | +23.1% |
| 1Y | +10.9% | +20.3% | -9.5% | +16.1% |
| 3Y | +137.9% | +46.2% | +91.7% | +143.4% |
| All | +137.9% | +47.1% | +90.8% | +143.4% |
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