+1,250.5%
NOK vs WST
+11,934.0%
-10,683.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -3.0% |
| 7D | +5.4% | +4.2% | +1.1% | +3.9% |
| 30D | -14.1% | +11.2% | -25.4% | -17.0% |
| 3M | -23.6% | +20.4% | -44.0% | -28.3% |
| 6M | -45.1% | +37.9% | -83.0% | -51.0% |
| YTD | +24.7% | +51.8% | -27.1% | +7.1% |
| 1Y | +19.0% | +56.6% | -37.6% | +1.0% |
| 3Y | +147.0% | +24.2% | +122.8% | +105.1% |
| 5Y | +58.2% | +0.7% | +57.5% | +38.0% |
| 10Y | +122.3% | +456.3% | -334.0% | -8.1% |
| All | +1,250.5% | +11,934.0% | -10,683.5% | +84.2% |
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