+591.5%
EWT vs NOC
+2,781.3%
-2,189.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.1% | -1.6% | +3.7% | +2.6% |
| 30D | +9.4% | -10.4% | +19.8% | +12.6% |
| 3M | +10.9% | -5.6% | +16.5% | +12.1% |
| 6M | +57.9% | -30.4% | +88.3% | +73.4% |
| YTD | +75.9% | -8.5% | +84.4% | +77.6% |
| 1Y | +89.7% | -8.3% | +98.0% | +91.0% |
| 3Y | +200.9% | +28.2% | +172.7% | +166.9% |
| 5Y | +154.5% | +56.7% | +97.8% | +104.2% |
| 10Y | +520.8% | +189.3% | +331.4% | +277.2% |
| All | +591.5% | +2,781.3% | -2,189.8% | +114.7% |
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