+1,578.5%
NOK vs WM
+3,239.3%
-1,660.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +4.7% | -2.4% | +7.1% | +5.4% |
| 3M | -39.7% | +0.4% | -40.1% | -40.4% |
| 6M | +23.1% | -9.5% | +32.6% | +25.6% |
| YTD | +55.0% | +0.5% | +54.5% | +52.7% |
| 1Y | +118.0% | -1.1% | +119.1% | +114.6% |
| 3Y | +170.5% | +46.0% | +124.5% | +128.4% |
| 5Y | +84.9% | +51.8% | +33.0% | +52.8% |
| 10Y | +112.0% | +307.5% | -195.5% | +21.2% |
| All | +1,578.5% | +3,239.3% | -1,660.8% | +516.9% |
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