+189.8%
NOC vs BBWI
-57.7%
+247.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.7% |
| 7D | -1.8% | -8.0% | +6.3% | -1.3% |
| 30D | -9.4% | -6.6% | -2.8% | -9.1% |
| 3M | -3.8% | -2.7% | -1.1% | -3.9% |
| 6M | -28.8% | -12.8% | -16.0% | -28.5% |
| YTD | -7.9% | -10.5% | +2.6% | -7.8% |
| 1Y | -9.0% | -35.3% | +26.3% | -7.4% |
| 3Y | +29.1% | -47.7% | +76.8% | +30.9% |
| 5Y | +58.9% | -68.9% | +127.8% | +65.2% |
| All | +189.8% | -57.7% | +247.5% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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