+513.6%
EWT vs NOC
+192.5%
+321.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +4.5% | -9.7% | +14.2% | +5.7% |
| 3M | +8.3% | -5.6% | +13.9% | +8.8% |
| 6M | +54.2% | -28.6% | +82.8% | +60.8% |
| YTD | +74.6% | -7.9% | +82.5% | +75.0% |
| 1Y | +84.9% | -9.5% | +94.4% | +85.7% |
| 3Y | +197.5% | +28.4% | +169.2% | +178.7% |
| 5Y | +150.6% | +59.0% | +91.6% | +118.6% |
| All | +513.6% | +192.5% | +321.1% | +372.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling