+183.7%
NOK vs WST
-15.5%
+199.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.3% |
| 7D | +7.3% | -0.3% | +7.5% | +7.3% |
| 30D | +13.8% | -4.6% | +18.4% | +14.3% |
| 3M | -27.0% | +5.7% | -32.7% | -27.5% |
| 6M | +37.6% | +37.6% | 0.0% | +32.6% |
| YTD | +64.6% | +23.0% | +41.6% | +60.0% |
| 1Y | +132.0% | +33.8% | +98.2% | +123.8% |
| 3Y | +183.7% | -13.4% | +197.0% | +174.2% |
| All | +183.7% | -15.5% | +199.2% | +174.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling