+138.6%
NOK vs WST
+344.2%
-205.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +11.0% | +1.8% | +9.1% | +10.5% |
| 30D | +7.8% | -1.7% | +9.6% | +8.2% |
| 3M | -21.0% | +4.9% | -25.9% | -21.9% |
| 6M | +40.9% | +45.5% | -4.6% | +29.2% |
| YTD | +72.0% | +26.1% | +45.9% | +62.3% |
| 1Y | +140.9% | +31.7% | +109.2% | +124.6% |
| 3Y | +194.3% | -12.1% | +206.3% | +186.1% |
| 5Y | +112.5% | -23.6% | +136.1% | +105.7% |
| All | +138.6% | +344.2% | -205.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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