+115.1%
NOK vs WTW
+42.0%
+73.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -5.7% | +16.7% | +12.3% |
| 30D | +7.8% | -7.3% | +15.1% | +9.4% |
| 3M | -21.0% | +21.5% | -42.5% | -25.5% |
| 6M | +40.9% | +9.6% | +31.3% | +36.5% |
| YTD | +72.0% | -3.3% | +75.3% | +73.4% |
| 1Y | +140.9% | -6.1% | +147.0% | +145.2% |
| 3Y | +194.3% | +61.8% | +132.4% | +117.5% |
| All | +115.1% | +42.0% | +73.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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