+86.7%
NOK vs WM
+52.1%
+34.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +4.7% | -2.4% | +7.1% | +4.8% |
| 3M | -39.7% | +0.4% | -40.1% | -40.2% |
| 6M | +23.1% | -9.5% | +32.6% | +24.3% |
| YTD | +55.0% | +0.5% | +54.5% | +53.9% |
| 1Y | +118.0% | -1.1% | +119.1% | +117.5% |
| 3Y | +170.5% | +46.0% | +124.5% | +131.9% |
| All | +86.7% | +52.1% | +34.6% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling