+1,268.9%
NOK vs WM
+3,524.0%
-2,255.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.6% | +6.7% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -21.0% | +13.3% | -34.3% | -24.8% |
| 3M | -12.6% | +4.4% | -17.0% | -14.7% |
| 6M | -36.2% | +10.8% | -47.0% | -39.7% |
| YTD | +26.4% | +9.1% | +17.4% | +20.1% |
| 1Y | +19.6% | +19.1% | +0.5% | +9.9% |
| 3Y | +152.6% | +45.7% | +106.9% | +112.3% |
| 5Y | +57.3% | +60.4% | -3.2% | +26.7% |
| 10Y | +123.8% | +328.7% | -204.9% | +24.8% |
| All | +1,268.9% | +3,524.0% | -2,255.0% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling