-0.1%
NOK vs WU
-21.6%
+21.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +7.2% |
| 7D | +7.3% | -0.8% | +8.1% | +7.5% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | -27.0% | -1.8% | -25.2% | -28.1% |
| 6M | +37.6% | -23.9% | +61.5% | +50.1% |
| YTD | +64.6% | -20.4% | +85.0% | +75.2% |
| 1Y | +132.0% | -10.6% | +142.6% | +134.6% |
| 3Y | +183.7% | -27.7% | +211.4% | +205.5% |
| 5Y | +101.3% | -51.1% | +152.4% | +150.4% |
| 10Y | +122.4% | -40.7% | +163.1% | +140.3% |
| All | -0.1% | -21.6% | +21.5% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling