+138.6%
NOK vs WMB
+307.8%
-169.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | +11.0% | -1.0% | +12.0% | +11.4% |
| 30D | +7.8% | -0.4% | +8.3% | +7.9% |
| 3M | -21.0% | +3.2% | -24.2% | -22.0% |
| 6M | +40.9% | +0.1% | +40.8% | +40.4% |
| YTD | +72.0% | +23.9% | +48.2% | +59.7% |
| 1Y | +140.9% | +27.6% | +113.3% | +120.4% |
| 3Y | +194.3% | +141.9% | +52.3% | +111.1% |
| 5Y | +112.5% | +273.8% | -161.2% | +30.1% |
| All | +138.6% | +307.8% | -169.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling