+138.6%
NOK vs WU
-39.1%
+177.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +11.0% | -3.5% | +14.4% | +12.2% |
| 30D | +7.8% | -2.9% | +10.8% | +8.7% |
| 3M | -21.0% | -2.3% | -18.7% | -22.0% |
| 6M | +40.9% | -25.4% | +66.3% | +52.2% |
| YTD | +72.0% | -21.2% | +93.2% | +81.5% |
| 1Y | +140.9% | -8.9% | +149.8% | +141.1% |
| 3Y | +194.3% | -29.0% | +223.2% | +214.8% |
| 5Y | +112.5% | -50.7% | +163.3% | +154.4% |
| All | +138.6% | -39.1% | +177.7% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling