+138.6%
NOK vs WWD
+498.2%
-359.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.4% |
| 7D | +11.0% | -2.6% | +13.6% | +11.8% |
| 30D | +7.8% | -6.9% | +14.8% | +10.1% |
| 3M | -21.0% | -13.0% | -8.0% | -17.9% |
| 6M | +40.9% | -12.5% | +53.3% | +45.6% |
| YTD | +72.0% | +11.8% | +60.2% | +65.3% |
| 1Y | +140.9% | +41.1% | +99.9% | +115.1% |
| 3Y | +194.3% | +163.1% | +31.2% | +112.0% |
| 5Y | +112.5% | +187.6% | -75.1% | +45.9% |
| All | +138.6% | +498.2% | -359.7% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling