+157.4%
NOC vs BBWI
-47.4%
+204.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +11.0% | +12.9% | -1.8% | +10.1% |
| 3M | -3.8% | +16.0% | -19.8% | -4.9% |
| 6M | +0.6% | +16.6% | -16.0% | -0.8% |
| YTD | -2.3% | +9.7% | -12.0% | -3.6% |
| 1Y | +0.3% | +1.5% | -1.2% | -1.0% |
| 3Y | +24.6% | -21.4% | +46.0% | +22.7% |
| 5Y | +66.0% | -67.6% | +133.5% | +72.7% |
| All | +157.4% | -47.4% | +204.8% | +130.6% |
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