+118.0%
NOK vs WSM
+19.9%
+98.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.3% |
| 7D | -1.8% | -3.3% | +1.5% | -1.2% |
| 30D | +4.7% | -8.4% | +13.1% | +6.2% |
| 3M | -39.7% | +9.7% | -49.3% | -40.9% |
| 6M | +23.1% | +16.7% | +6.4% | +19.0% |
| YTD | +55.0% | +28.7% | +26.3% | +42.9% |
| 1Y | +118.0% | +13.7% | +104.4% | +113.0% |
| All | +118.0% | +19.9% | +98.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling