+194.3%
NOK vs WSM
+230.1%
-35.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.6% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +7.8% | -7.7% | +15.6% | +9.0% |
| 3M | -21.0% | +3.8% | -24.8% | -21.5% |
| 6M | +40.9% | +22.7% | +18.2% | +36.5% |
| YTD | +72.0% | +28.0% | +44.0% | +65.3% |
| 1Y | +140.9% | +12.7% | +128.2% | +135.5% |
| 3Y | +194.3% | +231.3% | -37.0% | +149.0% |
| All | +194.3% | +230.1% | -35.8% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling