+105.5%
NOK vs WST
-26.5%
+132.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +9.3% | -1.7% | +11.0% | +9.7% |
| 30D | +17.9% | -4.3% | +22.2% | +18.8% |
| 3M | -22.3% | +0.7% | -23.1% | -22.5% |
| 6M | +36.4% | +36.0% | +0.4% | +27.5% |
| YTD | +66.3% | +22.7% | +43.6% | +58.3% |
| 1Y | +134.4% | +34.1% | +100.3% | +118.7% |
| 3Y | +186.6% | -13.6% | +200.2% | +182.3% |
| All | +105.5% | -26.5% | +132.0% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling