+4,119.4%
WMT vs NOK
+1,738.9%
+2,380.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -0.2% | +9.3% | -9.6% | -1.4% |
| 30D | -5.8% | +17.9% | -23.7% | -7.8% |
| 3M | -10.8% | -22.3% | +11.5% | -8.7% |
| 6M | -14.3% | +36.4% | -50.7% | -19.2% |
| YTD | -4.4% | +66.3% | -70.7% | -12.3% |
| 1Y | +4.3% | +134.4% | -130.1% | -9.1% |
| 3Y | +100.1% | +186.6% | -86.5% | +67.9% |
| 5Y | +130.8% | +102.7% | +28.1% | +100.4% |
| 10Y | +433.7% | +129.8% | +303.9% | +326.3% |
| All | +4,119.4% | +1,738.9% | +2,380.5% | +1,874.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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