+18.9%
NOK vs WPM
+5,972.6%
-5,953.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +7.3% | +7.0% | +0.2% | +6.0% |
| 30D | +13.8% | +15.7% | -2.0% | +10.8% |
| 3M | -27.0% | +35.2% | -62.2% | -30.8% |
| 6M | +37.6% | +6.1% | +31.5% | +35.2% |
| YTD | +64.6% | +32.6% | +32.0% | +55.3% |
| 1Y | +132.0% | +46.9% | +85.1% | +114.6% |
| 3Y | +183.7% | +276.3% | -92.6% | +122.5% |
| 5Y | +101.3% | +260.0% | -158.7% | +57.0% |
| 10Y | +122.4% | +508.5% | -386.1% | +50.6% |
| All | +18.9% | +5,972.6% | -5,953.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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