+118.0%
NOK vs WWD
+41.9%
+76.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | +4.7% | -7.2% | +11.9% | +6.9% |
| 3M | -39.7% | -3.8% | -35.8% | -38.9% |
| 6M | +23.1% | -9.9% | +33.0% | +26.6% |
| YTD | +55.0% | +14.8% | +40.2% | +55.0% |
| 1Y | +118.0% | +42.1% | +76.0% | +107.1% |
| All | +118.0% | +41.9% | +76.1% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling