+1,312.4%
NOK vs WST
+11,831.1%
-10,518.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | -14.7% | +12.4% | -27.1% | -17.8% |
| 3M | -10.6% | +17.6% | -28.2% | -15.4% |
| 6M | -39.4% | +28.3% | -67.6% | -44.5% |
| YTD | +30.4% | +50.5% | -20.0% | +12.3% |
| 1Y | +22.3% | +49.4% | -27.1% | +5.4% |
| 3Y | +157.6% | +21.9% | +135.7% | +115.4% |
| 5Y | +64.6% | +0.4% | +64.2% | +43.6% |
| 10Y | +132.5% | +451.5% | -319.0% | -3.6% |
| All | +1,312.4% | +11,831.1% | -10,518.7% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling