-7.2%
NOK vs WTW
+1,101.3%
-1,108.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +8.7% | -7.8% | +16.5% | +12.1% |
| 30D | +12.5% | -7.9% | +20.4% | +15.8% |
| 3M | -20.7% | +19.9% | -40.7% | -27.4% |
| 6M | +36.2% | +9.8% | +26.4% | +27.9% |
| YTD | +64.1% | -3.3% | +67.5% | +61.1% |
| 1Y | +132.4% | -3.3% | +135.7% | +127.0% |
| 3Y | +182.9% | +61.5% | +121.3% | +117.0% |
| 5Y | +102.8% | +42.6% | +60.2% | +63.5% |
| 10Y | +126.8% | +197.1% | -70.2% | +29.1% |
| All | -7.2% | +1,101.3% | -1,108.5% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling