+56.7%
NOC vs BBWI
-68.8%
+125.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.4% |
| 7D | -1.6% | -4.4% | +2.9% | -1.5% |
| 30D | -10.4% | -7.4% | -3.0% | -10.2% |
| 3M | -5.6% | -2.2% | -3.4% | -5.6% |
| 6M | -30.4% | -16.3% | -14.1% | -30.3% |
| YTD | -8.5% | -9.1% | +0.7% | -8.5% |
| 1Y | -8.3% | -34.5% | +26.2% | -7.8% |
| 3Y | +28.2% | -47.0% | +75.2% | +28.8% |
| 5Y | +56.7% | -68.8% | +125.6% | +54.8% |
| All | +56.7% | -68.8% | +125.5% | +54.8% |
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 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