+66.0%
NOC vs BBWI
-67.2%
+133.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +4.9% | -7.7% | +12.6% | +5.1% |
| 30D | +13.6% | +24.8% | -11.2% | +13.0% |
| 3M | -3.9% | +16.2% | -20.1% | -4.3% |
| 6M | +1.4% | +15.8% | -14.4% | +0.9% |
| YTD | -2.2% | +11.4% | -13.6% | -2.7% |
| 1Y | -1.2% | +3.2% | -4.4% | -1.6% |
| 3Y | +25.0% | -23.5% | +48.5% | +24.0% |
| 5Y | +66.0% | -67.4% | +133.4% | +64.0% |
| All | +66.0% | -67.2% | +133.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling