+1,700.7%
NOK vs WY
+341.4%
+1,359.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +9.3% | -1.7% | +11.0% | +10.1% |
| 30D | +17.9% | -9.9% | +27.7% | +22.6% |
| 3M | -22.3% | -7.5% | -14.8% | -20.6% |
| 6M | +36.4% | -5.1% | +41.5% | +37.4% |
| YTD | +66.3% | -2.1% | +68.4% | +64.5% |
| 1Y | +134.4% | -7.3% | +141.8% | +136.1% |
| 3Y | +186.6% | -22.6% | +209.2% | +205.4% |
| 5Y | +102.7% | -19.8% | +122.5% | +111.0% |
| 10Y | +129.8% | +9.6% | +120.2% | +88.7% |
| All | +1,700.7% | +341.4% | +1,359.3% | +687.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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