+7,595.3%
EW vs NOC
+3,781.5%
+3,813.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +6.5% | +4.9% | +1.6% | +5.4% |
| 30D | +22.5% | +13.6% | +8.9% | +18.9% |
| 3M | +13.0% | -3.9% | +16.8% | +13.7% |
| 6M | +37.1% | +1.4% | +35.7% | +36.1% |
| YTD | +24.1% | -2.2% | +26.3% | +23.5% |
| 1Y | +24.2% | -1.2% | +25.4% | +23.2% |
| 3Y | +64.8% | +25.0% | +39.8% | +50.9% |
| 5Y | -7.4% | +66.0% | -73.4% | -23.4% |
| 10Y | +248.8% | +161.4% | +87.4% | +150.9% |
| All | +7,595.3% | +3,781.5% | +3,813.8% | +3,428.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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