+1,700.7%
NOK vs WSM
+14,245.5%
-12,544.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +9.3% | +2.6% | +6.7% | +8.7% |
| 30D | +17.9% | -9.3% | +27.1% | +20.6% |
| 3M | -22.3% | +7.1% | -29.4% | -23.8% |
| 6M | +36.4% | +21.7% | +14.7% | +29.2% |
| YTD | +66.3% | +28.7% | +37.6% | +54.8% |
| 1Y | +134.4% | +13.9% | +120.6% | +124.5% |
| 3Y | +186.6% | +232.2% | -45.6% | +100.0% |
| 5Y | +102.7% | +176.4% | -73.7% | +42.8% |
| 10Y | +129.8% | +1,072.4% | -942.6% | +5.3% |
| All | +1,700.7% | +14,245.5% | -12,544.8% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling